+104.5%
FTNT vs LEN
-37.1%
+141.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -5.8% | -3.2% | -2.7% | -6.1% |
| 30D | -4.8% | -4.9% | +0.1% | -5.1% |
| 3M | +4.4% | -8.5% | +12.9% | +3.8% |
| 6M | +88.8% | -20.7% | +109.4% | +86.4% |
| YTD | +96.8% | -17.4% | +114.2% | +93.9% |
| 1Y | +104.5% | -38.2% | +142.7% | +103.8% |
| All | +104.5% | -37.1% | +141.6% | +103.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling