+25.1%
BROS vs LEN
-8.4%
+33.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +0.4% |
| 7D | -0.9% | -2.9% | +1.9% | +0.5% |
| 30D | -13.5% | -8.9% | -4.6% | -9.4% |
| 3M | -18.4% | -10.9% | -7.5% | -14.0% |
| 6M | -10.6% | -19.7% | +9.1% | -0.9% |
| YTD | -25.1% | -20.6% | -4.5% | -17.6% |
| 1Y | -28.6% | -42.4% | +13.8% | -7.5% |
| 3Y | +65.6% | -26.5% | +92.1% | +67.9% |
| All | +25.1% | -8.4% | +33.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling