+67.3%
LEN vs BLDR
+389.5%
-322.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -2.1% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | -8.9% | -16.2% | +7.4% | -3.2% |
| 3M | -10.9% | -14.4% | +3.5% | -6.3% |
| 6M | -19.7% | -32.8% | +13.1% | -8.4% |
| YTD | -20.6% | -39.2% | +18.6% | -6.4% |
| 1Y | -42.4% | -57.7% | +15.3% | -23.4% |
| 3Y | -26.5% | -55.3% | +28.7% | -5.8% |
| 5Y | -10.9% | +15.6% | -26.6% | -17.3% |
| 10Y | +100.6% | +359.8% | -259.2% | +15.4% |
| All | +67.3% | +389.5% | -322.2% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling