+132.4%
LEN vs FDS
+127.7%
+4.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.8% | +1.5% | -7.2% | -6.4% |
| 30D | +13.7% | +14.8% | -1.1% | +7.6% |
| 3M | -3.9% | +16.3% | -20.2% | -10.3% |
| 6M | -0.4% | +66.2% | -66.6% | -22.4% |
| YTD | -16.8% | +16.2% | -33.1% | -24.7% |
| 1Y | -29.5% | +21.8% | -51.3% | -38.0% |
| 3Y | -25.6% | -23.9% | -1.7% | -17.7% |
| 5Y | -13.2% | -23.1% | +9.9% | -6.3% |
| All | +132.4% | +127.7% | +4.7% | +37.5% |
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