+120.2%
BKR vs LEN
+108.0%
+12.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -7.0% | -4.8% | -2.2% | -5.7% |
| 30D | -8.1% | -6.6% | -1.5% | -6.4% |
| 3M | -6.6% | -15.7% | +9.0% | -2.6% |
| 6M | +0.9% | -16.6% | +17.5% | +5.1% |
| YTD | +31.1% | -21.3% | +52.4% | +38.4% |
| 1Y | +27.7% | -42.0% | +69.7% | +47.1% |
| 3Y | +71.2% | -27.9% | +99.1% | +77.4% |
| 5Y | +177.6% | -10.7% | +188.3% | +157.4% |
| All | +120.2% | +108.0% | +12.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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