-33.1%
BAX vs LEN
+136.9%
-170.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -5.8% | +5.9% | +1.3% |
| 30D | +4.1% | +13.7% | -9.6% | +0.9% |
| 3M | -4.5% | -3.9% | -0.7% | -4.2% |
| 6M | +49.2% | -0.4% | +49.6% | +48.5% |
| YTD | +35.2% | -16.8% | +52.1% | +39.5% |
| 1Y | +38.3% | -29.5% | +67.8% | +47.3% |
| 3Y | -19.0% | -25.6% | +6.5% | -15.3% |
| 5Y | -64.2% | -13.2% | -50.9% | -64.2% |
| All | -33.1% | +136.9% | -170.1% | -42.7% |
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 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