+173.5%
FN vs LEN
-4.6%
+178.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.1% | +14.8% | +12.4% |
| 7D | 0.0% | +2.1% | -2.1% | -1.2% |
| 30D | -34.3% | +16.6% | -50.9% | -37.8% |
| 3M | -39.9% | +5.3% | -45.2% | -41.5% |
| 6M | -51.8% | -0.8% | -51.1% | -52.7% |
| YTD | -28.1% | -11.7% | -16.4% | -27.7% |
| 1Y | -29.1% | -24.6% | -4.5% | -24.9% |
| 3Y | +102.4% | -18.7% | +121.1% | +94.9% |
| All | +173.5% | -4.6% | +178.1% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling