+2,518.0%
LEN vs FDS
+9,502.8%
-6,984.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.4% |
| 7D | -3.2% | -1.9% | -1.3% | -2.5% |
| 30D | -4.9% | +9.0% | -13.9% | -8.4% |
| 3M | -8.5% | +18.9% | -27.3% | -16.3% |
| 6M | -20.7% | +35.1% | -55.8% | -32.6% |
| YTD | -17.4% | +5.5% | -22.9% | -23.1% |
| 1Y | -38.2% | -16.8% | -21.4% | -36.7% |
| 3Y | -24.9% | -28.1% | +3.2% | -19.0% |
| 5Y | -11.4% | -17.4% | +6.0% | -11.0% |
| 10Y | +110.0% | +85.4% | +24.6% | +46.6% |
| All | +2,518.0% | +9,502.8% | -6,984.9% | +475.9% |
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