-79.1%
FIG vs LEN
-23.0%
-56.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.6% |
| 7D | -16.3% | -3.2% | -13.1% | -16.8% |
| 30D | -14.3% | -4.9% | -9.4% | -15.2% |
| 3M | +7.2% | -8.5% | +15.6% | +4.8% |
| 6M | -18.6% | -20.7% | +2.0% | -23.4% |
| YTD | -35.5% | -17.4% | -18.0% | -38.3% |
| 1Y | -55.8% | -38.2% | -17.5% | -62.5% |
| All | -79.1% | -23.0% | -56.1% | -80.1% |
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