-93.2%
FRMI vs LEN
-21.9%
-71.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +7.1% | -17.7% | -11.5% |
| 7D | -39.7% | +10.5% | -50.2% | -40.9% |
| 30D | -55.2% | +24.6% | -79.8% | -57.4% |
| 3M | -71.2% | +6.6% | -77.8% | -71.7% |
| 6M | -64.1% | +10.6% | -74.8% | -65.5% |
| YTD | -77.2% | -8.3% | -68.9% | -77.6% |
| 1Y | -93.2% | -22.5% | -70.6% | -94.0% |
| All | -93.2% | -21.9% | -71.3% | -94.0% |
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 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