+9,834.8%
LEN vs BRO
+25,535.5%
-15,700.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -4.8% | -7.3% | +2.6% | -2.3% |
| 30D | -6.6% | -6.9% | +0.3% | -4.3% |
| 3M | -15.7% | +10.7% | -26.3% | -18.8% |
| 6M | -16.6% | -2.7% | -13.9% | -16.6% |
| YTD | -21.3% | -16.3% | -5.0% | -17.5% |
| 1Y | -42.0% | -29.1% | -13.0% | -35.8% |
| 3Y | -27.9% | -7.8% | -20.1% | -28.0% |
| 5Y | -10.7% | +18.7% | -29.4% | -18.7% |
| 10Y | +106.1% | +291.9% | -185.7% | +31.4% |
| All | +9,834.8% | +25,535.5% | -15,700.7% | +4,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling