-22.5%
LEN vs FND
-10.3%
-12.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.9% | -3.8% | +1.0% |
| 7D | +10.5% | +12.3% | -1.9% | +3.2% |
| 30D | +24.6% | +14.7% | +9.9% | +15.2% |
| 3M | +6.6% | -12.0% | +18.6% | +13.1% |
| 6M | +10.6% | +10.8% | -0.1% | +2.4% |
| YTD | -8.3% | -12.3% | +4.0% | -6.1% |
| 1Y | -22.5% | -13.4% | -9.1% | -19.8% |
| All | -22.5% | -10.3% | -12.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling