+31.8%
BA vs LEN
+148.4%
-116.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.8% |
| 7D | +1.1% | +2.1% | -1.0% | 0.0% |
| 30D | -7.9% | +16.6% | -24.5% | -14.4% |
| 3M | -25.3% | +5.3% | -30.6% | -28.0% |
| 6M | -24.6% | -0.8% | -23.8% | -25.5% |
| YTD | -20.1% | -11.7% | -8.4% | -17.8% |
| 1Y | -11.8% | -24.6% | +12.8% | -3.3% |
| 3Y | -10.1% | -18.7% | +8.5% | -11.1% |
| 5Y | -22.7% | -4.4% | -18.3% | -32.6% |
| All | +31.8% | +148.4% | -116.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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