+1,064.4%
BAC vs LEN
+11,263.3%
-10,198.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.5% |
| 7D | -1.2% | +2.1% | -3.3% | -2.1% |
| 30D | -7.7% | +16.6% | -24.2% | -13.4% |
| 3M | -21.2% | +5.3% | -26.5% | -23.7% |
| 6M | -6.8% | -0.8% | -6.1% | -8.4% |
| YTD | -8.7% | -11.7% | +3.0% | -7.2% |
| 1Y | -5.3% | -24.6% | +19.3% | +1.9% |
| 3Y | +87.4% | -18.7% | +106.1% | +88.0% |
| 5Y | +18.9% | -4.4% | +23.3% | +7.4% |
| 10Y | +273.3% | +152.2% | +121.1% | +100.9% |
| All | +1,064.4% | +11,263.3% | -10,198.9% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling