+295.8%
FTI vs LEN
+108.0%
+187.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -4.4% | -4.8% | +0.4% | -3.0% |
| 30D | +1.5% | -6.6% | +8.1% | +3.4% |
| 3M | +8.2% | -15.7% | +23.9% | +12.9% |
| 6M | +18.8% | -16.6% | +35.5% | +23.8% |
| YTD | +71.7% | -21.3% | +93.0% | +81.1% |
| 1Y | +90.0% | -42.0% | +132.1% | +119.9% |
| 3Y | +270.5% | -27.9% | +298.4% | +280.4% |
| 5Y | +1,084.5% | -10.7% | +1,095.2% | +974.1% |
| All | +295.8% | +108.0% | +187.8% | +152.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling