+132.4%
LEN vs FLR
+7.4%
+125.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -5.8% | +5.4% | -11.2% | -6.6% |
| 30D | +13.7% | +2.8% | +10.9% | +12.9% |
| 3M | -3.9% | -6.4% | +2.5% | -3.3% |
| 6M | -0.4% | +8.8% | -9.1% | -2.6% |
| YTD | -16.8% | +23.6% | -40.4% | -21.0% |
| 1Y | -29.5% | +13.8% | -43.3% | -32.1% |
| 3Y | -25.6% | +36.5% | -62.1% | -33.4% |
| 5Y | -13.2% | +119.3% | -132.6% | -30.0% |
| All | +132.4% | +7.4% | +125.0% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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