-80.9%
FIG vs LEN
-25.6%
-55.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.2% |
| 7D | -14.5% | -3.4% | -11.1% | -15.0% |
| 30D | -13.3% | -5.7% | -7.7% | -14.3% |
| 3M | +7.4% | -12.2% | +19.6% | +4.2% |
| 6M | -27.8% | -18.3% | -9.5% | -31.0% |
| YTD | -41.1% | -20.2% | -20.9% | -44.1% |
| 1Y | -58.7% | -40.1% | -18.7% | -65.0% |
| All | -80.9% | -25.6% | -55.3% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling