+56.7%
BDX vs LEN
+108.0%
-51.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -3.2% | -4.8% | +1.6% | -2.4% |
| 30D | -2.5% | -6.6% | +4.0% | -1.5% |
| 3M | +21.4% | -15.7% | +37.1% | +24.7% |
| 6M | +10.4% | -16.6% | +27.1% | +13.3% |
| YTD | +18.8% | -21.3% | +40.2% | +22.9% |
| 1Y | +21.7% | -42.0% | +63.7% | +31.8% |
| 3Y | -10.0% | -27.9% | +18.0% | -6.8% |
| 5Y | -1.8% | -10.7% | +8.9% | -3.3% |
| All | +56.7% | +108.0% | -51.4% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling