-34.0%
BROS vs LEN
-41.0%
+7.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.1% |
| 7D | -5.8% | -4.8% | -1.0% | -3.8% |
| 30D | -14.0% | -6.6% | -7.4% | -11.4% |
| 3M | -32.5% | -15.7% | -16.8% | -27.6% |
| 6M | -14.9% | -16.6% | +1.7% | -9.2% |
| YTD | -28.3% | -21.3% | -6.9% | -24.4% |
| 1Y | -34.0% | -42.0% | +8.1% | -21.5% |
| All | -34.0% | -41.0% | +7.0% | -21.5% |
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