+289.9%
BNY vs LEN
-27.3%
+317.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.3% |
| 7D | -1.3% | -4.8% | +3.4% | -0.7% |
| 30D | -0.2% | -6.6% | +6.4% | +0.7% |
| 3M | +14.9% | -15.7% | +30.6% | +17.5% |
| 6M | +40.0% | -16.6% | +56.6% | +43.0% |
| YTD | +42.0% | -21.3% | +63.3% | +45.6% |
| 1Y | +56.9% | -42.0% | +98.9% | +69.2% |
| 3Y | +289.9% | -27.9% | +317.8% | +269.2% |
| All | +289.9% | -27.3% | +317.2% | +269.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling