+81.3%
FN vs LEN
-15.5%
+96.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.7% | -13.6% | -14.2% |
| 7D | -16.0% | +7.2% | -23.2% | -16.9% |
| 30D | -40.1% | +19.1% | -59.2% | -41.9% |
| 3M | -43.9% | +4.9% | -48.8% | -44.5% |
| 6M | -55.6% | +7.6% | -63.2% | -56.5% |
| YTD | -35.7% | -8.9% | -26.7% | -35.5% |
| 1Y | -39.8% | -22.7% | -17.1% | -37.5% |
| All | +81.3% | -15.5% | +96.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling