-2.1%
BROS vs LEN
-4.1%
+2.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +6.3% | -5.8% | +12.1% | +9.5% |
| 30D | -8.3% | +13.7% | -22.1% | -14.4% |
| 3M | -29.8% | -3.9% | -25.9% | -29.0% |
| 6M | -25.8% | -0.4% | -25.5% | -26.9% |
| YTD | -41.4% | -16.8% | -24.5% | -37.6% |
| 1Y | -35.2% | -29.5% | -5.7% | -24.9% |
| 3Y | +32.8% | -25.6% | +58.4% | +33.9% |
| 5Y | -42.2% | -13.2% | -28.9% | -55.3% |
| All | -2.1% | -4.1% | +2.0% | -26.7% |
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