-14.7%
BA vs LEN
-23.4%
+8.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -1.4% | -6.4% | +5.0% | -0.1% |
| 30D | -7.9% | +15.6% | -23.5% | -11.1% |
| 3M | -25.2% | -0.8% | -24.4% | -25.4% |
| 6M | -26.7% | +0.4% | -27.1% | -27.2% |
| YTD | -19.6% | -14.1% | -5.5% | -18.1% |
| 1Y | -10.6% | -29.6% | +19.0% | -6.1% |
| All | -14.7% | -23.4% | +8.8% | -14.9% |
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