-20.3%
BROS vs LEN
-21.9%
+1.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.1% | -1.6% |
| 7D | +2.5% | +10.5% | -8.0% | -1.4% |
| 30D | +15.1% | +24.6% | -9.6% | +5.5% |
| 3M | -31.4% | +6.6% | -38.0% | -33.0% |
| 6M | -22.6% | +10.6% | -33.3% | -25.9% |
| YTD | -28.1% | -8.3% | -19.8% | -29.6% |
| 1Y | -20.3% | -22.5% | +2.3% | -13.3% |
| All | -20.3% | -21.9% | +1.6% | -13.3% |
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