+1,003.0%
BE vs LEN
+74.9%
+928.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +5.4% |
| 7D | +9.0% | -4.8% | +13.8% | +12.1% |
| 30D | +16.3% | -6.6% | +22.8% | +20.7% |
| 3M | +10.8% | -15.7% | +26.5% | +20.3% |
| 6M | +73.2% | -16.6% | +89.8% | +88.8% |
| YTD | +217.4% | -21.3% | +238.7% | +254.9% |
| 1Y | +309.8% | -42.0% | +351.8% | +443.0% |
| 3Y | +1,726.2% | -27.9% | +1,754.1% | +1,839.7% |
| 5Y | +1,306.2% | -10.7% | +1,316.9% | +1,159.3% |
| All | +1,003.0% | +74.9% | +928.1% | +405.8% |
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