+227.6%
LEN vs FIVE
+868.1%
-640.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.5% |
| 7D | -3.2% | +4.3% | -7.4% | -4.4% |
| 30D | -4.9% | +12.5% | -17.4% | -8.3% |
| 3M | -8.5% | +31.2% | -39.7% | -15.7% |
| 6M | -20.7% | +14.4% | -35.0% | -24.7% |
| YTD | -17.4% | +33.9% | -51.3% | -25.4% |
| 1Y | -38.2% | +65.1% | -103.3% | -47.9% |
| 3Y | -24.9% | +49.0% | -73.8% | -39.3% |
| 5Y | -11.4% | +30.3% | -41.7% | -27.8% |
| 10Y | +110.0% | +481.1% | -371.1% | +13.5% |
| All | +227.6% | +868.1% | -640.5% | +53.3% |
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