+1,093.8%
BAC vs LEN
+10,954.7%
-9,860.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -6.4% | +4.5% | +0.6% |
| 30D | -7.2% | +15.6% | -22.8% | -12.7% |
| 3M | -20.4% | -0.8% | -19.7% | -21.2% |
| 6M | +1.3% | +0.4% | +0.9% | -1.0% |
| YTD | -6.4% | -14.1% | +7.7% | -4.0% |
| 1Y | -3.5% | -29.6% | +26.1% | +6.5% |
| 3Y | +96.7% | -23.1% | +119.8% | +101.6% |
| 5Y | +20.6% | -8.9% | +29.5% | +10.9% |
| 10Y | +233.0% | +146.2% | +86.8% | +80.7% |
| All | +1,093.8% | +10,954.7% | -9,860.8% | +88.8% |
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 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