+40.6%
BBY vs LEN
-28.8%
+69.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.5% |
| 7D | +0.7% | -7.8% | +8.4% | +3.9% |
| 30D | +5.8% | -11.0% | +16.8% | +10.8% |
| 3M | +18.0% | -12.8% | +30.8% | +24.0% |
| 6M | +39.8% | -20.2% | +60.0% | +51.7% |
| YTD | +35.4% | -23.0% | +58.4% | +47.5% |
| 1Y | +21.4% | -41.8% | +63.2% | +50.1% |
| All | +40.6% | -28.8% | +69.5% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling