+11.4%
FPS vs LEN
-29.9%
+41.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +4.9% |
| 7D | +10.4% | -2.9% | +13.3% | +11.8% |
| 30D | -16.5% | -8.9% | -7.7% | -12.7% |
| 3M | -45.5% | -10.9% | -34.6% | -42.2% |
| 6M | +2.1% | -19.7% | +21.7% | +6.7% |
| All | +11.4% | -29.9% | +41.3% | +11.4% |
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