+256.9%
BN vs LEN
+103.6%
+153.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.2% |
| 7D | -5.9% | -7.8% | +1.9% | -2.8% |
| 30D | -15.1% | -11.0% | -4.0% | -11.1% |
| 3M | -14.6% | -12.8% | -1.8% | -10.4% |
| 6M | -8.4% | -20.2% | +11.8% | -0.7% |
| YTD | -16.8% | -23.0% | +6.2% | -9.1% |
| 1Y | -14.4% | -41.8% | +27.4% | +4.1% |
| 3Y | +70.1% | -28.8% | +98.9% | +85.9% |
| 5Y | +33.5% | -12.6% | +46.1% | +31.2% |
| All | +256.9% | +103.6% | +153.3% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling