-83.2%
FIG vs LEN
-22.5%
-60.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | -5.8% | +9.2% | +3.3% |
| 30D | -9.5% | +13.7% | -23.2% | -8.0% |
| 3M | -26.2% | -3.9% | -22.3% | -27.1% |
| 6M | +2.7% | -0.4% | +3.1% | +2.5% |
| YTD | -48.0% | -16.8% | -31.1% | -50.4% |
| 1Y | -52.0% | -29.5% | -22.6% | -57.3% |
| All | -83.2% | -22.5% | -60.7% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling