-10.1%
BA vs LEN
-18.1%
+8.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.6% |
| 30D | -7.9% | +16.6% | -24.5% | -11.2% |
| 3M | -25.3% | +5.3% | -30.6% | -26.5% |
| 6M | -24.6% | -0.8% | -23.8% | -24.9% |
| YTD | -20.1% | -11.7% | -8.4% | -19.1% |
| 1Y | -11.8% | -24.6% | +12.8% | -8.4% |
| 3Y | -10.1% | -18.7% | +8.5% | -9.8% |
| All | -10.1% | -18.1% | +8.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling