+56.9%
BNY vs LEN
-41.0%
+97.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.1% |
| 7D | -1.3% | -4.8% | +3.4% | -1.0% |
| 30D | -0.2% | -6.6% | +6.4% | +0.2% |
| 3M | +14.9% | -15.7% | +30.6% | +16.2% |
| 6M | +40.0% | -16.6% | +56.6% | +40.8% |
| YTD | +42.0% | -21.3% | +63.3% | +42.4% |
| 1Y | +56.9% | -42.0% | +98.9% | +56.4% |
| All | +56.9% | -41.0% | +97.8% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling