+15,251.3%
BN vs LEN
+10,533.4%
+4,717.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | -9.5% | -4.9% | -4.6% | -8.5% |
| 3M | -10.4% | -8.5% | -1.9% | -8.8% |
| 6M | -6.4% | -20.7% | +14.3% | -1.5% |
| YTD | -11.9% | -17.4% | +5.5% | -8.5% |
| 1Y | -8.6% | -38.2% | +29.6% | +1.2% |
| 3Y | +77.6% | -24.9% | +102.4% | +86.4% |
| 5Y | +37.0% | -11.4% | +48.5% | +37.6% |
| 10Y | +266.4% | +110.0% | +156.4% | +193.4% |
| All | +15,251.3% | +10,533.4% | +4,717.9% | +6,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling