-26.9%
LEN vs FTV
-3.3%
-23.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.7% |
| 30D | -5.7% | -9.5% | +3.9% | -0.4% |
| 3M | -12.2% | -10.9% | -1.3% | -6.7% |
| 6M | -18.3% | -0.6% | -17.6% | -18.4% |
| YTD | -20.2% | +1.4% | -21.6% | -21.9% |
| 1Y | -40.1% | +17.6% | -57.7% | -46.4% |
| All | -26.9% | -3.3% | -23.6% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling