+30.3%
BIL vs LEN
+139.0%
-108.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +0.3% | -4.9% | +5.2% | +0.3% |
| 3M | +0.9% | -8.5% | +9.4% | +0.9% |
| 6M | +1.8% | -20.7% | +22.5% | +1.8% |
| YTD | +2.4% | -17.4% | +19.9% | +2.4% |
| 1Y | +3.7% | -38.2% | +42.0% | +3.7% |
| 3Y | +14.2% | -24.9% | +39.0% | +14.2% |
| 5Y | +19.4% | -11.4% | +30.9% | +19.4% |
| 10Y | +25.2% | +110.0% | -84.8% | +25.4% |
| All | +30.3% | +139.0% | -108.7% | +31.2% |
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