+76.4%
BND vs LEN
+155.0%
-78.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.1% | -3.2% | +3.0% | -0.1% |
| 30D | -0.4% | -4.9% | +4.5% | -0.3% |
| 3M | -0.6% | -8.5% | +7.9% | -0.6% |
| 6M | -1.4% | -20.7% | +19.2% | -1.3% |
| YTD | -0.2% | -17.4% | +17.2% | -0.1% |
| 1Y | +1.3% | -38.2% | +39.5% | +1.5% |
| 3Y | +13.2% | -24.9% | +38.0% | +13.3% |
| 5Y | -1.6% | -11.4% | +9.9% | -1.5% |
| 10Y | +15.5% | +110.0% | -94.6% | +16.3% |
| All | +76.4% | +155.0% | -78.7% | +80.7% |
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