-29.5%
LEN vs BAH
+5.1%
-34.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | +13.7% | +20.8% | -7.1% | +11.3% |
| 3M | -3.9% | +11.6% | -15.4% | -5.2% |
| 6M | -0.4% | +23.1% | -23.5% | -2.7% |
| YTD | -16.8% | +5.3% | -22.1% | -19.5% |
| 1Y | -29.5% | +6.1% | -35.6% | -31.5% |
| All | -29.5% | +5.1% | -34.6% | -31.5% |
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