-25.6%
LEN vs BB
+154.0%
-179.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -3.0% |
| 7D | -8.7% | +9.0% | -17.7% | -9.3% |
| 30D | +11.6% | +7.7% | +3.9% | +10.6% |
| 3M | -1.3% | +4.0% | -5.3% | -2.0% |
| 6M | -1.4% | +46.6% | -48.1% | -6.2% |
| YTD | -16.9% | +140.6% | -157.5% | -24.6% |
| 1Y | -31.2% | +103.1% | -134.3% | -36.7% |
| All | -25.6% | +154.0% | -179.7% | -37.5% |
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