+835.9%
LEN vs BRKR
+172.5%
+663.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -4.8% | -8.7% | +3.9% | -2.8% |
| 30D | -6.6% | -9.9% | +3.3% | -4.5% |
| 3M | -15.7% | -3.1% | -12.6% | -16.3% |
| 6M | -16.6% | +45.5% | -62.1% | -25.6% |
| YTD | -21.3% | +13.7% | -35.0% | -26.0% |
| 1Y | -42.0% | +67.4% | -109.5% | -50.5% |
| 3Y | -27.9% | -13.2% | -14.7% | -30.5% |
| 5Y | -10.7% | -39.5% | +28.8% | -7.2% |
| 10Y | +106.1% | +153.5% | -47.3% | +54.5% |
| All | +835.9% | +172.5% | +663.4% | +385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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