+1,376.8%
BAC vs LEN
+10,533.4%
-9,156.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.3% |
| 30D | -0.4% | -4.9% | +4.5% | +1.3% |
| 3M | +16.9% | -8.5% | +25.4% | +19.9% |
| 6M | +26.6% | -20.7% | +47.3% | +36.5% |
| YTD | +15.8% | -17.4% | +33.2% | +22.0% |
| 1Y | +27.2% | -38.2% | +65.4% | +48.8% |
| 3Y | +132.4% | -24.9% | +157.3% | +142.4% |
| 5Y | +72.6% | -11.4% | +84.0% | +62.0% |
| 10Y | +389.7% | +110.0% | +279.7% | +186.1% |
| All | +1,376.8% | +10,533.4% | -9,156.6% | +139.7% |
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