-27.9%
LEN vs BRO
-7.6%
-20.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -4.8% | -7.3% | +2.6% | -3.2% |
| 30D | -6.6% | -6.9% | +0.3% | -5.1% |
| 3M | -15.7% | +10.7% | -26.3% | -17.4% |
| 6M | -16.6% | -2.7% | -13.9% | -16.2% |
| YTD | -21.3% | -16.3% | -5.0% | -18.2% |
| 1Y | -42.0% | -29.1% | -13.0% | -37.4% |
| 3Y | -27.9% | -7.8% | -20.1% | -23.7% |
| All | -27.9% | -7.6% | -20.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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