-16.7%
LEN vs BAH
-26.0%
+9.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.0% |
| 7D | +0.6% | -1.5% | +2.1% | +0.8% |
| 30D | +19.4% | +17.3% | +2.2% | +17.0% |
| 3M | +4.5% | +14.9% | -10.3% | +2.6% |
| 6M | +4.9% | +14.2% | -9.3% | +2.8% |
| YTD | -8.9% | +5.1% | -14.0% | -10.4% |
| 1Y | -23.0% | +2.1% | -25.0% | -24.0% |
| 3Y | -16.7% | -26.0% | +9.3% | -15.8% |
| All | -16.7% | -26.0% | +9.3% | -15.8% |
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