+103.0%
LEN vs BB
+1.6%
+101.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -6.6% | -12.5% | +6.0% | -5.1% |
| 3M | -15.7% | -17.4% | +1.8% | -14.5% |
| 6M | -16.6% | +119.1% | -135.8% | -27.2% |
| YTD | -21.3% | +102.4% | -123.7% | -30.6% |
| 1Y | -42.0% | +98.2% | -140.2% | -49.1% |
| 3Y | -27.9% | +46.9% | -74.8% | -36.8% |
| 5Y | -10.7% | -26.4% | +15.7% | -16.7% |
| All | +103.0% | +1.6% | +101.5% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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