+195.1%
FN vs LEN
-8.8%
+203.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.6% | -3.4% |
| 7D | -4.1% | +0.7% | -4.7% | -4.4% |
| 30D | -28.3% | +13.0% | -41.3% | -31.5% |
| 3M | -33.9% | +1.9% | -35.8% | -35.1% |
| 6M | -43.9% | -0.7% | -43.2% | -45.0% |
| YTD | -23.4% | -13.8% | -9.6% | -22.4% |
| 1Y | -25.4% | -28.1% | +2.7% | -19.8% |
| 3Y | +107.9% | -22.8% | +130.7% | +104.1% |
| 5Y | +195.1% | -7.4% | +202.4% | +145.1% |
| All | +195.1% | -8.8% | +203.9% | +145.1% |
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