-25.6%
LEN vs FLR
+35.7%
-61.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -5.8% | +5.4% | -11.2% | -6.3% |
| 30D | +13.7% | +2.8% | +10.9% | +13.2% |
| 3M | -3.9% | -6.4% | +2.5% | -3.3% |
| 6M | -0.4% | +8.8% | -9.1% | -1.8% |
| YTD | -16.8% | +23.6% | -40.4% | -19.3% |
| 1Y | -29.5% | +13.8% | -43.3% | -31.1% |
| 3Y | -25.6% | +36.5% | -62.1% | -37.7% |
| All | -25.6% | +35.7% | -61.3% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling