-38.2%
LEN vs BAH
-28.2%
-10.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.9% |
| 7D | -3.2% | -3.2% | +0.1% | -2.9% |
| 30D | -4.9% | +2.0% | -6.9% | -5.1% |
| 3M | -8.5% | -7.6% | -0.9% | -8.1% |
| 6M | -20.7% | -5.7% | -15.0% | -20.7% |
| YTD | -17.4% | -11.7% | -5.7% | -17.6% |
| 1Y | -38.2% | -27.4% | -10.9% | -36.4% |
| All | -38.2% | -28.2% | -10.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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