-84.3%
FRMI vs LEN
-32.6%
-51.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.6% |
| 7D | +2.4% | -3.2% | +5.6% | +3.1% |
| 30D | -17.3% | -4.9% | -12.4% | -16.4% |
| 3M | -17.2% | -8.5% | -8.7% | -16.1% |
| 6M | -43.4% | -20.7% | -22.7% | -43.7% |
| YTD | -36.0% | -17.4% | -18.6% | -35.8% |
| All | -84.3% | -32.6% | -51.7% | -85.8% |
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