+132.4%
LEN vs BUD
-2.1%
+134.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -5.8% | +1.0% | -6.8% | -6.3% |
| 30D | +13.7% | +6.7% | +7.0% | +10.3% |
| 3M | -3.9% | +5.7% | -9.6% | -6.5% |
| 6M | -0.4% | +5.8% | -6.2% | -3.3% |
| YTD | -16.8% | +34.4% | -51.2% | -28.2% |
| 1Y | -29.5% | +33.3% | -62.8% | -38.9% |
| 3Y | -25.6% | +48.8% | -74.4% | -40.2% |
| 5Y | -13.2% | +52.5% | -65.8% | -32.4% |
| All | +132.4% | -2.1% | +134.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling