+646.9%
LEN vs FLR
+603.8%
+43.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -3.2% | +5.4% | -8.6% | -4.9% |
| 30D | -4.9% | +11.4% | -16.3% | -8.7% |
| 3M | -8.5% | +11.4% | -19.9% | -12.8% |
| 6M | -20.7% | +16.6% | -37.3% | -26.3% |
| YTD | -17.4% | +41.7% | -59.1% | -28.5% |
| 1Y | -38.2% | +35.4% | -73.7% | -46.3% |
| 3Y | -24.9% | +57.3% | -82.2% | -43.0% |
| 5Y | -11.4% | +241.0% | -252.4% | -52.3% |
| 10Y | +110.0% | +16.6% | +93.4% | +23.3% |
| All | +646.9% | +603.8% | +43.1% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling