+132.4%
LEN vs BLDR
+479.0%
-346.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -5.8% | -3.0% | -2.8% | -4.2% |
| 30D | +13.7% | +20.1% | -6.4% | +2.5% |
| 3M | -3.9% | -17.5% | +13.6% | +5.9% |
| 6M | -0.4% | -16.1% | +15.7% | +7.7% |
| YTD | -16.8% | -41.0% | +24.2% | +7.7% |
| 1Y | -29.5% | -41.6% | +12.1% | -8.3% |
| 3Y | -25.6% | -50.8% | +25.2% | +0.4% |
| 5Y | -13.2% | -10.8% | -2.5% | -18.8% |
| All | +132.4% | +479.0% | -346.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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