+391.8%
BAC vs LEN
+99.2%
+292.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.6% |
| 7D | +1.2% | -2.9% | +4.0% | +2.0% |
| 30D | -0.7% | -8.9% | +8.1% | +1.8% |
| 3M | +16.9% | -10.9% | +27.8% | +20.1% |
| 6M | +29.6% | -19.7% | +49.3% | +36.7% |
| YTD | +15.3% | -20.6% | +35.8% | +21.3% |
| 1Y | +28.8% | -42.4% | +71.3% | +48.5% |
| 3Y | +136.4% | -26.5% | +162.9% | +145.1% |
| 5Y | +72.9% | -10.9% | +83.9% | +63.4% |
| 10Y | +391.8% | +100.6% | +291.1% | +217.6% |
| All | +391.8% | +99.2% | +292.6% | +217.6% |
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