-51.7%
FIG vs LEN
-21.9%
-29.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +4.7% |
| 7D | -4.7% | +10.5% | -15.1% | -5.1% |
| 30D | +0.5% | +24.6% | -24.1% | -0.2% |
| 3M | -18.4% | +6.6% | -25.0% | -19.7% |
| 6M | +10.9% | +10.6% | +0.2% | +9.4% |
| YTD | -40.8% | -8.3% | -32.5% | -43.6% |
| 1Y | -51.7% | -22.5% | -29.2% | -54.5% |
| All | -51.7% | -21.9% | -29.8% | -54.5% |
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