+2,625.3%
FN vs LEN
+665.7%
+1,959.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.7% | -13.6% | -14.0% |
| 7D | -16.0% | +7.2% | -23.2% | -18.3% |
| 30D | -40.1% | +19.1% | -59.2% | -44.1% |
| 3M | -43.9% | +4.9% | -48.8% | -45.7% |
| 6M | -55.6% | +7.6% | -63.2% | -57.7% |
| YTD | -35.7% | -8.9% | -26.7% | -35.9% |
| 1Y | -39.8% | -22.7% | -17.1% | -36.9% |
| 3Y | +80.3% | -16.8% | +97.1% | +78.0% |
| 5Y | +143.3% | -1.4% | +144.6% | +120.9% |
| 10Y | +682.3% | +160.3% | +522.0% | +350.9% |
| All | +2,625.3% | +665.7% | +1,959.6% | +821.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling