+2,072.5%
FTNT vs LEN
+108.0%
+1,964.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.3% |
| 7D | -0.1% | -4.8% | +4.6% | +1.0% |
| 30D | -3.0% | -6.6% | +3.6% | -1.5% |
| 3M | +7.6% | -15.7% | +23.3% | +11.5% |
| 6M | +87.0% | -16.6% | +103.6% | +93.1% |
| YTD | +96.5% | -21.3% | +117.9% | +104.7% |
| 1Y | +92.9% | -42.0% | +135.0% | +117.5% |
| 3Y | +139.8% | -27.9% | +167.8% | +142.2% |
| 5Y | +151.3% | -10.7% | +162.0% | +130.6% |
| All | +2,072.5% | +108.0% | +1,964.4% | +1,382.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling