-29.6%
LEN vs FDS
+27.2%
-56.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | -6.4% | -2.1% | -4.2% | -6.2% |
| 30D | +15.6% | +16.0% | -0.4% | +15.0% |
| 3M | -0.8% | +18.8% | -19.6% | -1.2% |
| 6M | +0.4% | +54.1% | -53.7% | +0.6% |
| YTD | -14.1% | +17.0% | -31.1% | -10.8% |
| 1Y | -29.6% | +25.5% | -55.2% | -29.0% |
| All | -29.6% | +27.2% | -56.8% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling