-17.9%
FN vs LEN
-28.8%
+10.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.9% |
| 7D | +8.0% | -6.4% | +14.4% | +7.4% |
| 30D | -19.1% | +15.6% | -34.8% | -19.5% |
| 3M | -29.8% | -0.8% | -29.1% | -29.6% |
| 6M | -43.2% | +0.4% | -43.6% | -43.1% |
| YTD | -18.9% | -14.1% | -4.8% | -20.5% |
| 1Y | -17.9% | -29.6% | +11.8% | -17.9% |
| All | -17.9% | -28.8% | +10.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling