+155.8%
FTNT vs LEN
-13.7%
+169.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.8% |
| 7D | +1.6% | -7.8% | +9.3% | +3.4% |
| 30D | -1.9% | -11.0% | +9.1% | +0.5% |
| 3M | +14.4% | -12.8% | +27.2% | +17.2% |
| 6M | +88.7% | -20.2% | +108.9% | +96.7% |
| YTD | +100.0% | -23.0% | +123.1% | +108.8% |
| 1Y | +99.9% | -41.8% | +141.7% | +125.6% |
| 3Y | +147.9% | -28.8% | +176.7% | +136.6% |
| 5Y | +155.8% | -12.6% | +168.4% | +107.7% |
| All | +155.8% | -13.7% | +169.5% | +107.7% |
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