-38.2%
LEN vs FTV
+21.5%
-59.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -3.2% | -4.6% | +1.4% | -1.0% |
| 30D | -4.9% | -7.2% | +2.3% | -1.5% |
| 3M | -8.5% | -7.3% | -1.2% | -5.2% |
| 6M | -20.7% | -1.6% | -19.0% | -20.4% |
| YTD | -17.4% | +3.3% | -20.8% | -20.0% |
| 1Y | -38.2% | +20.2% | -58.4% | -46.9% |
| All | -38.2% | +21.5% | -59.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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