+18.8%
BX vs LEN
-10.6%
+29.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.9% |
| 7D | -5.7% | -3.4% | -2.3% | -3.9% |
| 30D | -8.9% | -5.7% | -3.2% | -5.9% |
| 3M | +8.4% | -12.2% | +20.6% | +15.5% |
| 6M | +18.9% | -18.3% | +37.2% | +31.5% |
| YTD | -13.6% | -20.2% | +6.6% | -4.3% |
| 1Y | -22.4% | -40.1% | +17.6% | +1.2% |
| 3Y | +26.0% | -26.2% | +52.2% | +31.7% |
| 5Y | +18.8% | -9.8% | +28.6% | -0.6% |
| All | +18.8% | -10.6% | +29.4% | -0.6% |
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