-14.4%
BN vs LEN
-42.7%
+28.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -5.9% | -7.8% | +1.9% | -3.8% |
| 30D | -15.1% | -11.0% | -4.0% | -12.4% |
| 3M | -14.6% | -12.8% | -1.8% | -11.7% |
| 6M | -8.4% | -20.2% | +11.8% | -4.0% |
| YTD | -16.8% | -23.0% | +6.2% | -12.6% |
| 1Y | -14.4% | -41.8% | +27.4% | -7.8% |
| All | -14.4% | -42.7% | +28.4% | -7.8% |
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