-27.9%
LEN vs FRSH
-46.4%
+18.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -4.8% | -6.6% | +1.8% | -3.9% |
| 30D | -6.6% | +2.1% | -8.7% | -6.9% |
| 3M | -15.7% | +29.0% | -44.6% | -18.8% |
| 6M | -16.6% | +48.6% | -65.3% | -21.8% |
| YTD | -21.3% | -2.9% | -18.4% | -20.9% |
| 1Y | -42.0% | -7.9% | -34.1% | -41.2% |
| 3Y | -27.9% | -46.5% | +18.6% | -20.2% |
| All | -27.9% | -46.4% | +18.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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