-29.1%
FN vs LEN
-25.4%
-3.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.1% | +14.8% | +11.3% |
| 7D | 0.0% | +2.1% | -2.1% | +0.1% |
| 30D | -34.3% | +16.6% | -50.9% | -34.4% |
| 3M | -39.9% | +5.3% | -45.2% | -39.6% |
| 6M | -51.8% | -0.8% | -51.1% | -51.4% |
| YTD | -28.1% | -11.7% | -16.4% | -29.4% |
| 1Y | -29.1% | -24.6% | -4.5% | -29.7% |
| All | -29.1% | -25.4% | -3.7% | -29.7% |
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