-9.2%
LEN vs FRSH
-72.5%
+63.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -4.8% | -6.6% | +1.8% | -3.6% |
| 30D | -6.6% | +2.1% | -8.7% | -7.0% |
| 3M | -15.7% | +29.0% | -44.6% | -19.7% |
| 6M | -16.6% | +48.6% | -65.3% | -23.2% |
| YTD | -21.3% | -2.9% | -18.4% | -22.1% |
| 1Y | -42.0% | -7.9% | -34.1% | -42.1% |
| 3Y | -27.9% | -46.5% | +18.6% | -22.4% |
| All | -9.2% | -72.5% | +63.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling