-29.5%
LEN vs BR
-5.0%
-24.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -7.8% | -6.0% | -1.8% | -5.8% |
| 30D | -11.0% | -0.9% | -10.2% | -10.8% |
| 3M | -12.8% | +16.4% | -29.2% | -17.7% |
| 6M | -20.2% | -8.2% | -12.0% | -17.4% |
| YTD | -23.0% | -23.2% | +0.2% | -13.2% |
| 1Y | -41.8% | -30.9% | -10.9% | -30.6% |
| All | -29.5% | -5.0% | -24.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling