-55.8%
FIG vs LEN
-37.1%
-18.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.5% |
| 7D | -16.3% | -3.2% | -13.1% | -16.6% |
| 30D | -14.3% | -4.9% | -9.4% | -14.9% |
| 3M | +7.2% | -8.5% | +15.6% | +5.6% |
| 6M | -18.6% | -20.7% | +2.0% | -21.4% |
| YTD | -35.5% | -17.4% | -18.0% | -37.6% |
| 1Y | -55.8% | -38.2% | -17.5% | -58.2% |
| All | -55.8% | -37.1% | -18.7% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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