-41.2%
LEN vs FIGR
+5.9%
-47.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -3.4% | +14.9% | -18.2% | -3.0% |
| 30D | -5.7% | +32.3% | -37.9% | -4.7% |
| 3M | -12.2% | +34.8% | -47.0% | -11.1% |
| 6M | -18.3% | +16.8% | -35.1% | -17.5% |
| YTD | -20.2% | -6.7% | -13.5% | -18.7% |
| All | -41.2% | +5.9% | -47.1% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling