-10.9%
LEN vs FDS
-20.4%
+9.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.7% |
| 7D | -2.9% | -5.4% | +2.5% | -1.4% |
| 30D | -8.9% | +1.6% | -10.4% | -9.3% |
| 3M | -10.9% | +17.7% | -28.6% | -15.3% |
| 6M | -19.7% | +29.1% | -48.7% | -26.7% |
| YTD | -20.6% | +1.0% | -21.6% | -20.5% |
| 1Y | -42.4% | -21.6% | -20.8% | -35.5% |
| 3Y | -26.5% | -30.1% | +3.6% | -15.0% |
| 5Y | -10.9% | -20.7% | +9.8% | +3.7% |
| All | -10.9% | -20.4% | +9.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling