+18.0%
BAC vs LEN
-4.6%
+22.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | -7.7% | +16.6% | -24.2% | -11.1% |
| 3M | -21.2% | +5.3% | -26.5% | -22.6% |
| 6M | -6.8% | -0.8% | -6.1% | -7.6% |
| YTD | -8.7% | -11.7% | +3.0% | -7.5% |
| 1Y | -5.3% | -24.6% | +19.3% | -0.2% |
| 3Y | +87.4% | -18.7% | +106.1% | +85.5% |
| All | +18.0% | -4.6% | +22.6% | +1.2% |
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