+103.0%
LEN vs FWONK
+340.2%
-237.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -6.6% | -7.7% | +1.2% | -3.6% |
| 3M | -15.7% | +5.7% | -21.4% | -17.7% |
| 6M | -16.6% | +13.5% | -30.1% | -21.2% |
| YTD | -21.3% | -3.0% | -18.4% | -21.1% |
| 1Y | -42.0% | -6.4% | -35.6% | -41.2% |
| 3Y | -27.9% | +43.8% | -71.7% | -40.6% |
| 5Y | -10.7% | +98.6% | -109.3% | -37.6% |
| All | +103.0% | +340.2% | -237.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling