+217.6%
BAC vs LEN
+136.9%
+80.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | -5.8% | +9.0% | +4.9% |
| 30D | -0.7% | +13.7% | -14.4% | -4.6% |
| 3M | -20.0% | -3.9% | -16.1% | -19.7% |
| 6M | +3.4% | -0.4% | +3.8% | +2.1% |
| YTD | -5.7% | -16.8% | +11.1% | -2.9% |
| 1Y | -1.4% | -29.5% | +28.0% | +6.4% |
| 3Y | +97.9% | -25.6% | +123.5% | +103.4% |
| 5Y | +22.9% | -13.2% | +36.2% | +16.6% |
| All | +217.6% | +136.9% | +80.7% | +101.3% |
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