+103.0%
LEN vs FIVN
+118.5%
-15.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -4.8% | -7.8% | +3.1% | -3.5% |
| 30D | -6.6% | -1.7% | -4.8% | -6.4% |
| 3M | -15.7% | +47.2% | -62.9% | -21.7% |
| 6M | -16.6% | +82.7% | -99.4% | -26.9% |
| YTD | -21.3% | +52.9% | -74.3% | -29.4% |
| 1Y | -42.0% | +17.5% | -59.5% | -45.5% |
| 3Y | -27.9% | -55.8% | +27.9% | -21.4% |
| 5Y | -10.7% | -82.3% | +71.6% | +9.5% |
| All | +103.0% | +118.5% | -15.5% | +84.0% |
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