+1,107.3%
FTI vs LEN
-10.5%
+1,117.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.3% | -3.4% | +1.0% | -1.9% |
| 30D | +5.0% | -5.7% | +10.7% | +5.8% |
| 3M | +13.8% | -12.2% | +26.1% | +15.5% |
| 6M | +22.9% | -18.3% | +41.2% | +25.9% |
| YTD | +75.0% | -20.2% | +95.2% | +79.5% |
| 1Y | +96.9% | -40.1% | +136.9% | +110.9% |
| 3Y | +276.7% | -26.2% | +302.9% | +279.0% |
| All | +1,107.3% | -10.5% | +1,117.8% | +1,053.9% |
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 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