-26.5%
LEN vs BAH
-32.1%
+5.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.7% |
| 7D | -2.9% | -4.3% | +1.5% | -2.3% |
| 30D | -8.9% | -4.5% | -4.4% | -8.4% |
| 3M | -10.9% | -7.6% | -3.3% | -10.2% |
| 6M | -19.7% | -10.6% | -9.1% | -18.9% |
| YTD | -20.6% | -12.6% | -8.0% | -20.0% |
| 1Y | -42.4% | -27.0% | -15.4% | -40.6% |
| 3Y | -26.5% | -31.5% | +4.9% | -26.9% |
| All | -26.5% | -32.1% | +5.6% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling