+883.4%
LEN vs BB
+325.0%
+558.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.8% |
| 7D | -8.7% | +9.0% | -17.7% | -9.9% |
| 30D | +11.6% | +7.7% | +3.9% | +9.9% |
| 3M | -1.3% | +4.0% | -5.3% | -2.7% |
| 6M | -1.4% | +46.6% | -48.1% | -9.0% |
| YTD | -16.9% | +140.6% | -157.5% | -29.1% |
| 1Y | -31.2% | +103.1% | -134.3% | -39.9% |
| 3Y | -25.6% | +150.5% | -176.1% | -40.0% |
| 5Y | -13.3% | -15.4% | +2.1% | -20.5% |
| 10Y | +138.4% | +25.4% | +112.9% | +77.7% |
| All | +883.4% | +325.0% | +558.4% | +469.9% |
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 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