+132.4%
LEN vs FIVN
+86.2%
+46.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | -5.8% | -2.8% | -2.9% | -5.3% |
| 30D | +13.7% | -17.4% | +31.1% | +17.0% |
| 3M | -3.9% | -19.2% | +15.3% | -1.1% |
| 6M | -0.4% | +29.4% | -29.7% | -6.4% |
| YTD | -16.8% | +36.3% | -53.1% | -24.4% |
| 1Y | -29.5% | +33.5% | -63.0% | -35.7% |
| 3Y | -25.6% | -56.8% | +31.3% | -19.0% |
| 5Y | -13.2% | -83.0% | +69.8% | +6.8% |
| All | +132.4% | +86.2% | +46.2% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling