-26.5%
LEN vs BB
+68.2%
-94.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.0% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | -8.9% | -12.4% | +3.5% | -8.0% |
| 3M | -10.9% | -15.3% | +4.4% | -10.5% |
| 6M | -19.7% | +128.8% | -148.4% | -26.6% |
| YTD | -20.6% | +107.7% | -128.2% | -26.9% |
| 1Y | -42.4% | +103.9% | -146.3% | -47.2% |
| 3Y | -26.5% | +72.6% | -99.1% | -36.2% |
| All | -26.5% | +68.2% | -94.7% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling