-9.8%
LEN vs FND
-61.3%
+51.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -5.7% | -19.6% | +13.9% | +4.5% |
| 3M | -12.2% | -4.3% | -7.9% | -10.9% |
| 6M | -18.3% | -20.4% | +2.2% | -10.4% |
| YTD | -20.2% | -21.9% | +1.7% | -12.0% |
| 1Y | -40.1% | -45.2% | +5.1% | -22.5% |
| 3Y | -26.2% | -49.2% | +23.0% | -5.4% |
| 5Y | -9.8% | -61.8% | +52.0% | +13.9% |
| All | -9.8% | -61.3% | +51.4% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling