-83.6%
FIG vs LEN
-20.0%
-63.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -14.3% | -6.4% | -7.9% | -14.5% |
| 30D | -13.6% | +15.6% | -29.3% | -12.3% |
| 3M | -23.7% | -0.8% | -23.0% | -24.7% |
| 6M | -5.4% | +0.4% | -5.8% | -6.1% |
| YTD | -49.2% | -14.1% | -35.1% | -51.6% |
| 1Y | -57.4% | -29.6% | -27.7% | -62.8% |
| All | -83.6% | -20.0% | -63.6% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling