+98.7%
LEN vs FLR
+18.3%
+80.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.2% |
| 7D | -7.8% | -6.9% | -0.9% | -6.7% |
| 30D | -11.0% | +1.1% | -12.2% | -11.3% |
| 3M | -12.8% | +14.3% | -27.1% | -15.1% |
| 6M | -20.2% | +19.1% | -39.3% | -23.2% |
| YTD | -23.0% | +35.1% | -58.1% | -27.6% |
| 1Y | -41.8% | +29.5% | -71.3% | -45.1% |
| 3Y | -28.8% | +53.0% | -81.8% | -37.3% |
| 5Y | -12.6% | +238.9% | -251.5% | -34.3% |
| All | +98.7% | +18.3% | +80.4% | +50.4% |
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