+76.2%
BND vs LEN
+145.2%
-69.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | -0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +0.2% |
| 30D | -0.4% | -8.9% | +8.5% | -0.3% |
| 3M | -0.2% | -10.9% | +10.7% | -0.2% |
| 6M | -1.2% | -19.7% | +18.5% | -1.1% |
| YTD | -0.3% | -20.6% | +20.3% | -0.2% |
| 1Y | +0.4% | -42.4% | +42.8% | +0.6% |
| 3Y | +13.4% | -26.5% | +39.9% | +13.6% |
| 5Y | -1.5% | -10.9% | +9.4% | -1.4% |
| 10Y | +15.5% | +100.6% | -85.2% | +16.3% |
| All | +76.2% | +145.2% | -69.0% | +80.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling