+223.1%
BMNR vs LEN
-25.8%
+248.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.4% |
| 7D | +0.2% | -4.8% | +5.0% | +0.3% |
| 30D | +39.9% | -6.6% | +46.5% | +40.0% |
| 3M | +51.5% | -15.7% | +67.2% | +51.8% |
| 6M | +18.9% | -16.6% | +35.5% | +17.4% |
| YTD | -7.8% | -21.3% | +13.5% | -10.0% |
| 1Y | -47.6% | -42.0% | -5.6% | -57.9% |
| All | +223.1% | -25.8% | +248.9% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling