-12.1%
LEN vs FIVE
+16.7%
-28.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.8% | +2.7% | -8.4% | -6.4% |
| 30D | +13.7% | +12.7% | +1.0% | +10.2% |
| 3M | -3.9% | +2.1% | -5.9% | -4.7% |
| 6M | -0.4% | +17.5% | -17.8% | -5.6% |
| YTD | -16.8% | +31.0% | -47.8% | -24.0% |
| 1Y | -29.5% | +67.7% | -97.2% | -39.9% |
| 3Y | -25.6% | +43.4% | -69.0% | -36.3% |
| All | -12.1% | +16.7% | -28.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling