+132.3%
LEN vs BAH
+199.5%
-67.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -8.7% | -2.6% | -6.2% | -8.1% |
| 30D | +11.6% | +20.4% | -8.8% | +6.0% |
| 3M | -1.3% | +11.9% | -13.1% | -4.6% |
| 6M | -1.4% | +17.1% | -18.6% | -6.5% |
| YTD | -16.9% | +5.5% | -22.4% | -20.0% |
| 1Y | -31.2% | +5.6% | -36.8% | -33.9% |
| 3Y | -25.6% | -26.5% | +0.9% | -23.7% |
| 5Y | -13.3% | +6.5% | -19.7% | -25.1% |
| All | +132.3% | +199.5% | -67.2% | +49.7% |
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