+277.6%
FTI vs LEN
-26.2%
+303.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.3% | -3.4% | +1.0% | -2.0% |
| 30D | +5.0% | -5.7% | +10.7% | +5.6% |
| 3M | +13.8% | -12.2% | +26.1% | +15.2% |
| 6M | +22.9% | -18.3% | +41.2% | +25.5% |
| YTD | +75.0% | -20.2% | +95.2% | +78.8% |
| 1Y | +96.9% | -40.1% | +136.9% | +109.0% |
| All | +277.6% | -26.2% | +303.9% | +260.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling