+5,143.0%
BDX vs LEN
+10,125.0%
-4,982.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.8% | -2.6% |
| 7D | -4.3% | -2.9% | -1.4% | -3.9% |
| 30D | +1.3% | -8.9% | +10.1% | +2.4% |
| 3M | +20.2% | -10.9% | +31.1% | +21.9% |
| 6M | +8.6% | -19.7% | +28.3% | +11.4% |
| YTD | +19.0% | -20.6% | +39.6% | +22.0% |
| 1Y | +21.2% | -42.4% | +63.6% | +29.2% |
| 3Y | -9.7% | -26.5% | +16.8% | -7.5% |
| 5Y | -3.4% | -10.9% | +7.5% | -4.5% |
| 10Y | +53.9% | +100.6% | -46.8% | +32.4% |
| All | +5,143.0% | +10,125.0% | -4,982.1% | +2,324.2% |
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