-9.8%
LEN vs BLDR
+13.4%
-23.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.6% |
| 7D | -3.4% | -2.7% | -0.7% | -1.9% |
| 30D | -5.7% | -14.7% | +9.1% | +2.9% |
| 3M | -12.2% | -20.8% | +8.6% | -0.9% |
| 6M | -18.3% | -35.3% | +17.1% | +2.5% |
| YTD | -20.2% | -40.3% | +20.1% | +4.2% |
| 1Y | -40.1% | -56.3% | +16.2% | -7.5% |
| 3Y | -26.2% | -56.1% | +29.9% | +6.2% |
| 5Y | -9.8% | +12.9% | -22.7% | -26.3% |
| All | -9.8% | +13.4% | -23.2% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling