+26.6%
BA vs LEN
+147.0%
-120.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +2.9% |
| 7D | 0.0% | +0.7% | -0.6% | -0.5% |
| 30D | -8.9% | +13.0% | -21.9% | -14.3% |
| 3M | -25.5% | +1.9% | -27.4% | -27.2% |
| 6M | -27.0% | -0.7% | -26.2% | -28.0% |
| YTD | -20.1% | -13.8% | -6.3% | -17.1% |
| 1Y | -11.0% | -28.1% | +17.1% | -0.5% |
| 3Y | -11.8% | -22.8% | +11.0% | -10.7% |
| 5Y | -20.6% | -7.4% | -13.3% | -29.8% |
| 10Y | +26.6% | +143.7% | -117.1% | -35.6% |
| All | +26.6% | +147.0% | -120.4% | -35.6% |
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