-1.4%
LEN vs FND
-0.3%
-1.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -0.7% |
| 7D | -8.7% | -5.1% | -3.6% | -5.9% |
| 30D | +11.6% | +9.2% | +2.4% | +6.1% |
| 3M | -1.3% | -17.7% | +16.4% | +8.1% |
| 6M | -1.4% | +2.5% | -3.9% | -3.6% |
| All | -1.4% | -0.3% | -1.2% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling