+143.7%
LEN vs BAH
+210.6%
-66.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +13.0% | +18.2% | -5.2% | +7.9% |
| 3M | +1.9% | +13.1% | -11.2% | -1.8% |
| 6M | -0.7% | +15.2% | -15.9% | -5.4% |
| YTD | -13.8% | +6.0% | -19.8% | -17.1% |
| 1Y | -28.1% | +3.1% | -31.2% | -30.4% |
| 3Y | -22.8% | -26.2% | +3.4% | -21.0% |
| 5Y | -7.4% | +9.3% | -16.7% | -20.8% |
| 10Y | +143.7% | +212.3% | -68.6% | +53.9% |
| All | +143.7% | +210.6% | -66.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling