-62.5%
BAX vs LEN
-2.5%
-60.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.4% |
| 7D | +9.0% | +0.6% | +8.4% | +8.6% |
| 30D | +8.5% | +19.4% | -11.0% | +2.3% |
| 3M | -4.1% | +4.5% | -8.6% | -6.1% |
| 6M | +46.9% | +4.9% | +42.0% | +43.5% |
| YTD | +38.4% | -8.9% | +47.3% | +40.3% |
| 1Y | +47.0% | -23.0% | +70.0% | +56.1% |
| 3Y | -14.9% | -16.7% | +1.8% | -12.7% |
| 5Y | -62.5% | -4.5% | -58.1% | -65.4% |
| All | -62.5% | -2.5% | -60.0% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling