-83.1%
FRMI vs LEN
-35.8%
-47.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.6% |
| 7D | +7.4% | -4.8% | +12.2% | +8.3% |
| 30D | -27.6% | -6.6% | -21.1% | -26.8% |
| 3M | -20.9% | -15.7% | -5.2% | -18.3% |
| 6M | -36.6% | -16.6% | -20.0% | -36.2% |
| YTD | -31.3% | -21.3% | -9.9% | -30.5% |
| All | -83.1% | -35.8% | -47.3% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling