-2.5%
BND vs LEN
-13.7%
+11.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | -0.9% | -7.8% | +6.8% | -0.4% |
| 30D | -1.0% | -11.0% | +10.1% | -0.2% |
| 3M | -1.2% | -12.8% | +11.5% | -0.4% |
| 6M | -2.0% | -20.2% | +18.2% | -0.6% |
| YTD | -1.2% | -23.0% | +21.9% | +0.3% |
| 1Y | -0.5% | -41.8% | +41.4% | +3.1% |
| 3Y | +12.4% | -28.8% | +41.2% | +13.5% |
| 5Y | -2.5% | -12.6% | +10.1% | -4.6% |
| All | -2.5% | -13.7% | +11.2% | -4.6% |
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 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