+23.4%
BA vs LEN
+136.8%
-113.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.4% |
| 7D | -0.6% | -8.7% | +8.2% | +3.2% |
| 30D | -8.0% | +11.6% | -19.6% | -13.0% |
| 3M | -25.8% | -1.3% | -24.5% | -26.5% |
| 6M | -27.6% | -1.4% | -26.1% | -28.4% |
| YTD | -21.0% | -16.9% | -4.1% | -16.7% |
| 1Y | -12.3% | -31.2% | +18.9% | -0.1% |
| 3Y | -12.8% | -25.6% | +12.8% | -10.3% |
| 5Y | -22.4% | -13.3% | -9.1% | -29.2% |
| All | +23.4% | +136.8% | -113.5% | -36.3% |
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