-4.7%
BN vs LEN
-21.9%
+17.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.1% | -1.0% | +3.9% |
| 7D | +12.0% | +10.5% | +1.5% | +8.7% |
| 30D | +17.0% | +24.6% | -7.6% | +9.7% |
| 3M | -3.2% | +6.6% | -9.9% | -5.4% |
| 6M | -3.9% | +10.6% | -14.5% | -7.5% |
| YTD | -5.6% | -8.3% | +2.7% | -5.8% |
| 1Y | -4.7% | -22.5% | +17.8% | -1.1% |
| All | -4.7% | -21.9% | +17.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling