-36.9%
BAX vs LEN
+103.7%
-140.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -5.1% | -3.4% | -1.7% | -4.4% |
| 30D | -12.2% | -5.7% | -6.5% | -11.0% |
| 3M | +21.8% | -12.2% | +34.0% | +25.2% |
| 6M | +36.3% | -18.3% | +54.6% | +42.0% |
| YTD | +27.8% | -20.2% | +48.0% | +33.7% |
| 1Y | -0.1% | -40.1% | +40.0% | +10.6% |
| 3Y | -33.3% | -26.2% | -7.1% | -29.7% |
| 5Y | -67.1% | -9.8% | -57.2% | -67.1% |
| 10Y | -36.9% | +109.1% | -146.1% | -44.8% |
| All | -36.9% | +103.7% | -140.7% | -44.8% |
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