-42.0%
LEN vs FIGR
-3.1%
-38.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.0% |
| 7D | -4.8% | -3.0% | -1.7% | -4.8% |
| 30D | -6.6% | +13.7% | -20.2% | -6.1% |
| 3M | -15.7% | +23.9% | -39.5% | -14.8% |
| 6M | -16.6% | -8.4% | -8.2% | -17.1% |
| YTD | -21.3% | -14.6% | -6.7% | -20.1% |
| 1Y | -42.0% | +12.1% | -54.1% | -39.7% |
| All | -42.0% | -3.1% | -38.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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