+296.6%
BN vs LEN
+136.8%
+159.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.3% |
| 7D | -0.3% | -8.7% | +8.5% | +3.4% |
| 30D | +13.6% | +11.6% | +2.0% | +8.5% |
| 3M | -6.7% | -1.3% | -5.4% | -6.8% |
| 6M | -9.0% | -1.4% | -7.5% | -9.6% |
| YTD | -8.8% | -16.9% | +8.1% | -3.9% |
| 1Y | -10.6% | -31.2% | +20.5% | +1.3% |
| 3Y | +98.8% | -25.6% | +124.3% | +112.0% |
| 5Y | +33.6% | -13.3% | +46.9% | +30.6% |
| All | +296.6% | +136.8% | +159.8% | +151.4% |
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 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