+109.1%
LEN vs BAH
+186.6%
-77.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.4% | -1.3% | -2.0% | -3.0% |
| 30D | -5.7% | -6.6% | +1.0% | -3.9% |
| 3M | -12.2% | -7.2% | -5.1% | -10.8% |
| 6M | -18.3% | -10.0% | -8.3% | -16.7% |
| YTD | -20.2% | -12.5% | -7.7% | -18.9% |
| 1Y | -40.1% | -27.9% | -12.2% | -35.6% |
| 3Y | -26.2% | -31.4% | +5.2% | -23.9% |
| 5Y | -9.8% | -3.2% | -6.6% | -20.7% |
| 10Y | +109.1% | +191.5% | -82.3% | +43.2% |
| All | +109.1% | +186.6% | -77.5% | +43.2% |
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