-57.4%
FIG vs LEN
-28.8%
-28.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -14.3% | -6.4% | -7.9% | -13.8% |
| 30D | -13.6% | +15.6% | -29.3% | -13.8% |
| 3M | -23.7% | -0.8% | -23.0% | -24.5% |
| 6M | -5.4% | +0.4% | -5.8% | -6.3% |
| YTD | -49.2% | -14.1% | -35.1% | -51.4% |
| 1Y | -57.4% | -29.6% | -27.7% | -58.3% |
| All | -57.4% | -28.8% | -28.6% | -58.3% |
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