+897.8%
BAX vs LEN
+11,627.0%
-10,729.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +2.0% |
| 7D | +9.0% | +0.6% | +8.4% | +8.9% |
| 30D | +8.5% | +19.4% | -11.0% | +5.9% |
| 3M | -4.1% | +4.5% | -8.6% | -4.9% |
| 6M | +46.9% | +4.9% | +42.0% | +45.6% |
| YTD | +38.4% | -8.9% | +47.3% | +39.5% |
| 1Y | +47.0% | -23.0% | +70.0% | +51.1% |
| 3Y | -14.9% | -16.7% | +1.8% | -13.7% |
| 5Y | -62.5% | -4.5% | -58.1% | -63.0% |
| 10Y | -33.9% | +162.2% | -196.1% | -43.5% |
| All | +897.8% | +11,627.0% | -10,729.1% | +391.3% |
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