+35.8%
BN vs LEN
-12.1%
+47.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.3% | -0.9% |
| 7D | -1.2% | -2.9% | +1.7% | +0.1% |
| 30D | -10.9% | -8.9% | -2.1% | -7.3% |
| 3M | -11.1% | -10.9% | -0.2% | -7.1% |
| 6M | -4.4% | -19.7% | +15.3% | +4.3% |
| YTD | -14.1% | -20.6% | +6.4% | -6.7% |
| 1Y | -11.1% | -42.4% | +31.4% | +11.6% |
| 3Y | +75.6% | -26.5% | +102.1% | +86.1% |
| 5Y | +35.8% | -10.9% | +46.7% | +23.7% |
| All | +35.8% | -12.1% | +47.9% | +23.7% |
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