+1,227.8%
BE vs LEN
-10.6%
+1,238.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | +23.9% | -3.4% | +27.3% | +25.9% |
| 30D | +27.8% | -5.7% | +33.5% | +31.1% |
| 3M | +3.7% | -12.2% | +16.0% | +9.4% |
| 6M | +78.0% | -18.3% | +96.2% | +94.5% |
| YTD | +209.9% | -20.2% | +230.1% | +239.7% |
| 1Y | +389.6% | -40.1% | +429.7% | +523.5% |
| 3Y | +1,730.6% | -26.2% | +1,756.8% | +1,696.5% |
| 5Y | +1,227.8% | -9.8% | +1,237.6% | +922.4% |
| All | +1,227.8% | -10.6% | +1,238.4% | +922.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling