+146.2%
LEN vs FDS
+132.8%
+13.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.5% |
| 7D | -6.4% | -2.1% | -4.2% | -5.5% |
| 30D | +15.6% | +16.0% | -0.4% | +9.0% |
| 3M | -0.8% | +18.8% | -19.6% | -8.2% |
| 6M | +0.4% | +54.1% | -53.7% | -19.1% |
| YTD | -14.1% | +17.0% | -31.1% | -22.5% |
| 1Y | -29.6% | +25.5% | -55.2% | -39.1% |
| 3Y | -23.1% | -23.3% | +0.2% | -15.3% |
| 5Y | -8.9% | -22.6% | +13.7% | -1.9% |
| 10Y | +146.2% | +130.2% | +16.0% | +47.3% |
| All | +146.2% | +132.8% | +13.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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