-40.1%
LEN vs FDS
-23.8%
-16.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | -3.4% | -8.8% | +5.4% | -2.8% |
| 30D | -5.7% | -1.4% | -4.3% | -5.5% |
| 3M | -12.2% | +13.9% | -26.1% | -12.3% |
| 6M | -18.3% | +27.4% | -45.7% | -18.8% |
| YTD | -20.2% | -2.5% | -17.7% | -16.5% |
| 1Y | -40.1% | -23.8% | -16.3% | -35.2% |
| All | -40.1% | -23.8% | -16.3% | -35.2% |
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