+2,159.9%
FTI vs LEN
+606.5%
+1,553.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +5.3% | -3.2% | +8.5% | +6.2% |
| 30D | +15.3% | -4.9% | +20.2% | +16.7% |
| 3M | +15.8% | -8.5% | +24.3% | +17.7% |
| 6M | +22.6% | -20.7% | +43.2% | +29.3% |
| YTD | +79.5% | -17.4% | +97.0% | +86.3% |
| 1Y | +102.0% | -38.2% | +140.3% | +127.0% |
| 3Y | +315.8% | -24.9% | +340.7% | +326.1% |
| 5Y | +1,129.5% | -11.4% | +1,140.9% | +1,057.4% |
| 10Y | +320.9% | +110.0% | +210.9% | +188.9% |
| All | +2,159.9% | +606.5% | +1,553.5% | +755.0% |
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