-42.4%
LEN vs FIVE
+65.4%
-107.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -3.9% |
| 7D | -2.9% | +3.7% | -6.5% | -3.4% |
| 30D | -8.9% | +4.0% | -12.8% | -9.4% |
| 3M | -10.9% | +36.2% | -47.1% | -14.3% |
| 6M | -19.7% | +18.0% | -37.7% | -21.5% |
| YTD | -20.6% | +34.9% | -55.5% | -23.6% |
| 1Y | -42.4% | +67.9% | -110.3% | -46.2% |
| All | -42.4% | +65.4% | -107.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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