-12.6%
LEN vs BR
+7.7%
-20.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -7.8% | -6.0% | -1.8% | -5.0% |
| 30D | -11.0% | -0.9% | -10.2% | -10.7% |
| 3M | -12.8% | +16.4% | -29.2% | -19.6% |
| 6M | -20.2% | -8.2% | -12.0% | -17.1% |
| YTD | -23.0% | -23.2% | +0.2% | -12.0% |
| 1Y | -41.8% | -30.9% | -10.9% | -29.1% |
| 3Y | -28.8% | -5.0% | -23.8% | -30.6% |
| 5Y | -12.6% | +8.8% | -21.4% | -29.7% |
| All | -12.6% | +7.7% | -20.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling