-9.8%
LEN vs BB
-25.5%
+15.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -3.4% | +1.8% | -5.2% | -3.6% |
| 30D | -5.7% | -12.2% | +6.6% | -4.1% |
| 3M | -12.2% | -12.3% | +0.1% | -11.9% |
| 6M | -18.3% | +122.7% | -141.0% | -29.8% |
| YTD | -20.2% | +104.5% | -124.7% | -30.6% |
| 1Y | -40.1% | +106.7% | -146.7% | -48.5% |
| 3Y | -26.2% | +70.0% | -96.1% | -38.0% |
| 5Y | -9.8% | -27.8% | +17.9% | -14.9% |
| All | -9.8% | -25.5% | +15.6% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling