+883.7%
LEN vs BB
+314.8%
+569.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -5.8% | +1.8% | -7.6% | -6.0% |
| 30D | +13.7% | +8.1% | +5.6% | +11.9% |
| 3M | -3.9% | -1.0% | -2.9% | -4.6% |
| 6M | -0.4% | +45.9% | -46.3% | -8.0% |
| YTD | -16.8% | +134.8% | -151.7% | -28.8% |
| 1Y | -29.5% | +104.6% | -134.1% | -38.6% |
| 3Y | -25.6% | +152.8% | -178.4% | -40.1% |
| 5Y | -13.2% | -17.4% | +4.2% | -20.1% |
| 10Y | +138.5% | +22.4% | +116.1% | +78.4% |
| All | +883.7% | +314.8% | +569.0% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling