+406.7%
BNY vs LEN
+108.0%
+298.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.5% |
| 7D | -1.3% | -4.8% | +3.4% | -0.2% |
| 30D | -0.2% | -6.6% | +6.4% | +1.4% |
| 3M | +14.9% | -15.7% | +30.6% | +19.1% |
| 6M | +40.0% | -16.6% | +56.6% | +45.0% |
| YTD | +42.0% | -21.3% | +63.3% | +48.4% |
| 1Y | +56.9% | -42.0% | +98.9% | +76.3% |
| 3Y | +289.9% | -27.9% | +317.8% | +301.9% |
| 5Y | +259.2% | -10.7% | +269.9% | +239.6% |
| All | +406.7% | +108.0% | +298.7% | +255.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling