+967.7%
BX vs LEN
+169.8%
+797.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -4.4% | -3.2% | -1.2% | -3.1% |
| 30D | +0.1% | -4.9% | +5.0% | +2.1% |
| 3M | +16.0% | -8.5% | +24.5% | +19.8% |
| 6M | +21.6% | -20.7% | +42.3% | +32.9% |
| YTD | -8.9% | -17.4% | +8.5% | -2.7% |
| 1Y | -16.6% | -38.2% | +21.6% | -0.2% |
| 3Y | +43.3% | -24.9% | +68.2% | +54.6% |
| 5Y | +25.7% | -11.4% | +37.1% | +26.6% |
| 10Y | +689.5% | +110.0% | +579.5% | +403.3% |
| All | +967.7% | +169.8% | +797.9% | +317.1% |
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