+19.4%
BIL vs LEN
-12.1%
+31.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | +0.3% | -8.9% | +9.1% | +0.3% |
| 3M | +0.9% | -10.9% | +11.8% | +0.9% |
| 6M | +1.8% | -19.7% | +21.5% | +1.8% |
| YTD | +2.5% | -20.6% | +23.0% | +2.5% |
| 1Y | +3.7% | -42.4% | +46.1% | +3.7% |
| 3Y | +14.1% | -26.5% | +40.6% | +14.1% |
| 5Y | +19.4% | -10.9% | +30.4% | +19.4% |
| All | +19.4% | -12.1% | +31.5% | +19.4% |
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