-4.1%
LEN vs FGI
-74.8%
+70.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.3% |
| 7D | -5.8% | -14.4% | +8.6% | -5.7% |
| 30D | +13.7% | -11.8% | +25.5% | +13.8% |
| 3M | -3.9% | -46.2% | +42.4% | -3.3% |
| 6M | -0.4% | +5.2% | -5.5% | -1.5% |
| YTD | -16.8% | +10.5% | -27.4% | -18.1% |
| 1Y | -29.5% | +25.5% | -55.0% | -30.8% |
| 3Y | -25.6% | -16.0% | -9.6% | -27.1% |
| All | -4.1% | -74.8% | +70.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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