+2,535.0%
LEN vs FDS
+10,448.9%
-7,913.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.8% |
| 7D | -8.7% | -2.6% | -6.2% | -7.7% |
| 30D | +11.6% | +14.1% | -2.5% | +5.8% |
| 3M | -1.3% | +19.8% | -21.0% | -9.1% |
| 6M | -1.4% | +55.0% | -56.4% | -20.5% |
| YTD | -16.9% | +15.9% | -32.8% | -25.9% |
| 1Y | -31.2% | +24.2% | -55.3% | -40.7% |
| 3Y | -25.6% | -24.0% | -1.6% | -22.0% |
| 5Y | -13.3% | -23.3% | +10.1% | -10.0% |
| 10Y | +138.4% | +128.0% | +10.3% | +52.0% |
| All | +2,535.0% | +10,448.9% | -7,913.9% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling