+33.0%
BLK vs LEN
-11.2%
+44.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.8% |
| 7D | -3.3% | -4.8% | +1.5% | -1.5% |
| 30D | -6.5% | -6.6% | +0.1% | -4.1% |
| 3M | +6.7% | -15.7% | +22.4% | +13.2% |
| 6M | +14.7% | -16.6% | +31.4% | +21.7% |
| YTD | +2.5% | -21.3% | +23.9% | +10.4% |
| 1Y | -2.8% | -42.0% | +39.3% | +17.9% |
| 3Y | +65.9% | -27.9% | +93.8% | +73.2% |
| All | +33.0% | -11.2% | +44.2% | +14.4% |
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