-10.4%
LEN vs BLDR
-8.3%
-2.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.2% |
| 7D | -6.4% | -10.3% | +3.9% | -0.5% |
| 30D | +15.6% | +19.6% | -3.9% | +3.9% |
| 3M | -0.8% | -17.0% | +16.2% | +9.4% |
| 6M | +0.4% | -16.7% | +17.1% | +9.3% |
| YTD | -14.1% | -39.4% | +25.3% | +10.7% |
| 1Y | -29.6% | -41.7% | +12.1% | -7.4% |
| 3Y | -23.1% | -49.9% | +26.7% | +2.2% |
| All | -10.4% | -8.3% | -2.1% | -23.1% |
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