-21.7%
FN vs LEN
-22.9%
+1.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +12.2% |
| 7D | +16.3% | +0.6% | +15.7% | +16.6% |
| 30D | -24.7% | +19.4% | -44.2% | -24.5% |
| 3M | -34.9% | +4.5% | -39.5% | -34.4% |
| 6M | -41.1% | +4.9% | -46.0% | -40.6% |
| YTD | -19.6% | -8.9% | -10.7% | -20.8% |
| All | -21.7% | -22.9% | +1.2% | -22.2% |
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