+92.2%
LEN vs FND
+61.4%
+30.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -1.2% |
| 7D | -8.7% | -5.1% | -3.6% | -6.5% |
| 30D | +11.6% | +9.2% | +2.4% | +7.3% |
| 3M | -1.3% | -17.7% | +16.4% | +7.3% |
| 6M | -1.4% | +2.5% | -3.9% | -3.4% |
| YTD | -16.9% | -19.8% | +2.9% | -10.0% |
| 1Y | -31.2% | -22.7% | -8.5% | -24.2% |
| 3Y | -25.6% | -38.3% | +12.7% | -13.1% |
| 5Y | -13.3% | -63.0% | +49.7% | +18.0% |
| All | +92.2% | +61.4% | +30.8% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling