+51.8%
FTNT vs LEN
-21.9%
+73.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +1.9% |
| 7D | -25.7% | +10.5% | -36.1% | -24.6% |
| 30D | -29.7% | +24.6% | -54.4% | -27.9% |
| 3M | -23.1% | +6.6% | -29.7% | -22.3% |
| 6M | +45.0% | +10.6% | +34.3% | +46.7% |
| YTD | +62.9% | -8.3% | +71.3% | +62.1% |
| 1Y | +51.8% | -22.5% | +74.3% | +51.6% |
| All | +51.8% | -21.9% | +73.7% | +51.6% |
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