+233.0%
BAC vs LEN
+142.4%
+90.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -6.4% | +4.5% | -0.1% |
| 30D | -7.2% | +15.6% | -22.8% | -11.2% |
| 3M | -20.4% | -0.8% | -19.7% | -20.9% |
| 6M | +1.3% | +0.4% | +0.9% | -0.2% |
| YTD | -6.4% | -14.1% | +7.7% | -4.4% |
| 1Y | -3.5% | -29.6% | +26.1% | +4.4% |
| 3Y | +96.7% | -23.1% | +119.8% | +100.4% |
| 5Y | +20.6% | -8.9% | +29.5% | +12.8% |
| 10Y | +233.0% | +146.2% | +86.8% | +102.8% |
| All | +233.0% | +142.4% | +90.7% | +102.8% |
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 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