+1.8%
LEN vs FGI
-70.6%
+72.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | +2.1% | -7.0% | +9.0% | +2.1% |
| 30D | +16.6% | -4.2% | +20.8% | +16.6% |
| 3M | +5.3% | +55.6% | -50.3% | +3.8% |
| 6M | -0.8% | -3.2% | +2.4% | -1.8% |
| YTD | -11.7% | +29.1% | -40.9% | -13.2% |
| 1Y | -24.6% | +51.0% | -75.6% | -26.1% |
| 3Y | -18.7% | +1.5% | -20.2% | -20.6% |
| All | +1.8% | -70.6% | +72.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling