-0.9%
BA vs LEN
-10.8%
+9.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | +1.2% | -3.2% | +4.3% | +2.2% |
| 30D | -11.6% | -4.9% | -6.7% | -10.2% |
| 3M | -2.4% | -8.5% | +6.1% | +0.3% |
| 6M | -6.6% | -20.7% | +14.0% | 0.0% |
| YTD | -2.2% | -17.4% | +15.2% | +3.0% |
| 1Y | -8.0% | -38.2% | +30.2% | +5.6% |
| 3Y | -5.0% | -24.9% | +19.9% | -4.8% |
| All | -0.9% | -10.8% | +9.9% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling