+851.5%
BX vs LEN
+171.6%
+679.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -5.8% | +6.4% | +3.1% |
| 30D | +14.2% | +13.7% | +0.5% | +8.1% |
| 3M | -18.7% | -3.9% | -14.9% | -17.8% |
| 6M | +2.5% | -0.4% | +2.8% | +1.6% |
| YTD | -18.8% | -16.8% | -2.0% | -14.0% |
| 1Y | -10.3% | -29.5% | +19.2% | +1.4% |
| 3Y | +35.4% | -25.6% | +61.0% | +46.1% |
| 5Y | +0.3% | -13.2% | +13.5% | +1.4% |
| 10Y | +668.4% | +138.5% | +529.9% | +363.4% |
| All | +851.5% | +171.6% | +679.9% | +268.9% |
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