+19.7%
BROS vs LEN
-9.3%
+29.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | 0.0% |
| 7D | -5.8% | -4.8% | -1.0% | -3.4% |
| 30D | -14.0% | -6.6% | -7.4% | -11.0% |
| 3M | -32.5% | -15.7% | -16.8% | -26.8% |
| 6M | -14.9% | -16.6% | +1.7% | -7.4% |
| YTD | -28.3% | -21.3% | -6.9% | -20.8% |
| 1Y | -34.0% | -42.0% | +8.1% | -14.7% |
| 3Y | +63.0% | -27.9% | +90.9% | +67.2% |
| All | +19.7% | -9.3% | +29.0% | -6.9% |
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