+1,037.4%
LEN vs BUD
+214.6%
+822.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.3% |
| 7D | +2.1% | +4.5% | -2.4% | -0.2% |
| 30D | +16.6% | +12.5% | +4.0% | +9.6% |
| 3M | +5.3% | 0.0% | +5.3% | +5.3% |
| 6M | -0.8% | +3.8% | -4.6% | -2.9% |
| YTD | -11.7% | +33.1% | -44.8% | -24.6% |
| 1Y | -24.6% | +35.5% | -60.1% | -36.2% |
| 3Y | -18.7% | +49.4% | -68.1% | -36.3% |
| 5Y | -4.4% | +48.0% | -52.5% | -26.3% |
| 10Y | +152.2% | -8.6% | +160.8% | +126.5% |
| All | +1,037.4% | +214.6% | +822.8% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling