+126.6%
LEN vs BR
+1,286.0%
-1,159.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.4% | -2.1% |
| 7D | -2.9% | -5.9% | +3.1% | +1.5% |
| 30D | -8.9% | +1.9% | -10.8% | -10.4% |
| 3M | -10.9% | +14.7% | -25.6% | -20.3% |
| 6M | -19.7% | -12.8% | -6.9% | -13.2% |
| YTD | -20.6% | -23.0% | +2.5% | -7.0% |
| 1Y | -42.4% | -31.7% | -10.7% | -26.3% |
| 3Y | -26.5% | -4.8% | -21.8% | -28.7% |
| 5Y | -10.9% | +7.8% | -18.8% | -23.6% |
| 10Y | +100.6% | +184.1% | -83.4% | -28.0% |
| All | +126.6% | +1,286.0% | -1,159.3% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling