-66.9%
BAX vs LEN
-12.1%
-54.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -2.6% |
| 7D | -2.4% | -2.9% | +0.4% | -1.5% |
| 30D | -9.7% | -8.9% | -0.9% | -7.1% |
| 3M | +29.3% | -10.9% | +40.2% | +33.6% |
| 6M | +40.7% | -19.7% | +60.3% | +49.6% |
| YTD | +30.3% | -20.6% | +50.9% | +38.7% |
| 1Y | +3.4% | -42.4% | +45.8% | +20.1% |
| 3Y | -32.0% | -26.5% | -5.5% | -27.0% |
| 5Y | -66.9% | -10.9% | -55.9% | -67.7% |
| All | -66.9% | -12.1% | -54.8% | -67.7% |
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 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