+31.2%
BIL vs LEN
+148.5%
-117.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -6.4% | +6.4% | +0.1% |
| 30D | +0.3% | +15.6% | -15.3% | +0.4% |
| 3M | +0.9% | -0.8% | +1.7% | +0.9% |
| 6M | +1.9% | +0.4% | +1.5% | +1.9% |
| YTD | +3.1% | -14.1% | +17.3% | +3.1% |
| 1Y | +3.7% | -29.6% | +33.3% | +3.7% |
| 3Y | +13.8% | -23.1% | +36.9% | +13.8% |
| 5Y | +20.2% | -8.9% | +29.1% | +20.3% |
| 10Y | +26.1% | +146.2% | -120.1% | +26.4% |
| All | +31.2% | +148.5% | -117.2% | +32.1% |
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