+27.0%
BROS vs LEN
-4.8%
+31.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.3% |
| 7D | -6.7% | -3.2% | -3.5% | -5.1% |
| 30D | -29.1% | -4.9% | -24.2% | -27.1% |
| 3M | -16.7% | -8.5% | -8.2% | -13.3% |
| 6M | -11.6% | -20.7% | +9.0% | -1.4% |
| YTD | -23.9% | -17.4% | -6.5% | -18.0% |
| 1Y | -34.8% | -38.2% | +3.5% | -18.6% |
| 3Y | +62.1% | -24.9% | +86.9% | +62.9% |
| All | +27.0% | -4.8% | +31.8% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling