+3,689.8%
FN vs LEN
+594.2%
+3,095.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.5% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | -22.0% | -4.9% | -17.1% | -20.8% |
| 3M | -43.0% | -8.5% | -34.5% | -41.9% |
| 6M | -27.7% | -20.7% | -7.1% | -22.7% |
| YTD | -10.5% | -17.4% | +6.9% | -6.6% |
| 1Y | +12.5% | -38.2% | +50.7% | +28.4% |
| 3Y | +153.8% | -24.9% | +178.7% | +162.5% |
| 5Y | +288.0% | -11.4% | +299.4% | +269.8% |
| 10Y | +906.4% | +110.0% | +796.4% | +535.5% |
| All | +3,689.8% | +594.2% | +3,095.6% | +1,242.8% |
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 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