-40.8%
BMNR vs LEN
-37.1%
-3.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.4% |
| 7D | +4.9% | -3.2% | +8.1% | +5.5% |
| 30D | +35.5% | -4.9% | +40.4% | +36.5% |
| 3M | +39.6% | -8.5% | +48.1% | +41.4% |
| 6M | +18.2% | -20.7% | +38.9% | +17.5% |
| YTD | -8.0% | -17.4% | +9.4% | -11.1% |
| 1Y | -40.8% | -38.2% | -2.6% | -38.3% |
| All | -40.8% | -37.1% | -3.7% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling