+544.1%
LEN vs BAH
+886.2%
-342.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.6% |
| 7D | -3.2% | -3.2% | +0.1% | -2.2% |
| 30D | -4.9% | +2.0% | -6.9% | -5.6% |
| 3M | -8.5% | -7.6% | -0.9% | -6.8% |
| 6M | -20.7% | -5.7% | -15.0% | -20.3% |
| YTD | -17.4% | -11.7% | -5.7% | -16.2% |
| 1Y | -38.2% | -27.4% | -10.9% | -33.6% |
| 3Y | -24.9% | -32.5% | +7.7% | -21.1% |
| 5Y | -11.4% | -3.3% | -8.1% | -20.1% |
| 10Y | +110.0% | +186.0% | -76.0% | +28.7% |
| All | +544.1% | +886.2% | -342.1% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling