-9.0%
BDX vs LEN
-26.2%
+17.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | +0.7% | -5.7% | +6.3% | +2.0% |
| 3M | +19.0% | -12.2% | +31.2% | +22.1% |
| 6M | +10.8% | -18.3% | +29.1% | +15.2% |
| YTD | +20.1% | -20.2% | +40.3% | +25.3% |
| 1Y | +23.1% | -40.1% | +63.1% | +36.0% |
| All | -9.0% | -26.2% | +17.3% | -6.0% |
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