-13.3%
LEN vs FTV
+18.0%
-31.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -8.7% | +3.7% | -12.5% | -10.9% |
| 30D | +11.6% | +16.8% | -5.3% | +0.7% |
| 3M | -1.3% | +10.4% | -11.7% | -7.6% |
| 6M | -1.4% | +12.8% | -14.3% | -9.4% |
| YTD | -16.9% | +23.3% | -40.2% | -29.0% |
| 1Y | -31.2% | +31.0% | -62.1% | -43.6% |
| 3Y | -25.6% | +38.6% | -64.2% | -43.5% |
| 5Y | -13.3% | +17.6% | -30.8% | -27.0% |
| All | -13.3% | +18.0% | -31.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling