+250.1%
LEN vs FIVE
+822.5%
-572.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +2.1% | -0.3% | +2.3% | +2.2% |
| 30D | +16.6% | +17.7% | -1.1% | +11.2% |
| 3M | +5.3% | +4.0% | +1.3% | +3.7% |
| 6M | -0.8% | +2.6% | -3.4% | -2.7% |
| YTD | -11.7% | +27.6% | -39.3% | -19.3% |
| 1Y | -24.6% | +59.9% | -84.5% | -35.6% |
| 3Y | -18.7% | +35.8% | -54.4% | -32.4% |
| 5Y | -4.4% | +14.4% | -18.9% | -19.0% |
| 10Y | +152.2% | +576.1% | -424.0% | +33.2% |
| All | +250.1% | +822.5% | -572.4% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling