+875.9%
BAX vs LEN
+10,533.4%
-9,657.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.1% | -3.2% | +2.0% | -0.7% |
| 30D | -5.5% | -4.9% | -0.6% | -4.9% |
| 3M | +33.5% | -8.5% | +42.0% | +35.0% |
| 6M | +35.9% | -20.7% | +56.5% | +39.8% |
| YTD | +35.4% | -17.4% | +52.8% | +38.5% |
| 1Y | +9.8% | -38.2% | +48.0% | +16.2% |
| 3Y | -32.7% | -24.9% | -7.9% | -30.8% |
| 5Y | -65.6% | -11.4% | -54.1% | -65.6% |
| 10Y | -34.9% | +110.0% | -144.9% | -42.8% |
| All | +875.9% | +10,533.4% | -9,657.5% | +387.7% |
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