-38.7%
LEN vs FIGR
-29.9%
-8.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -5.8% | +11.0% | -16.8% | -5.6% |
| 30D | +13.7% | +0.7% | +13.0% | +13.8% |
| 3M | -3.9% | -20.9% | +17.0% | -4.2% |
| 6M | -0.4% | -37.7% | +37.4% | -1.8% |
| YTD | -16.8% | -38.2% | +21.4% | -16.1% |
| 1Y | -29.5% | -27.1% | -2.4% | -27.5% |
| All | -38.7% | -29.9% | -8.8% | -36.7% |
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