-10.3%
LEN vs BBAI
-70.8%
+60.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -3.2% | -4.3% | +1.1% | -3.1% |
| 30D | -4.9% | -3.6% | -1.3% | -4.9% |
| 3M | -8.5% | -38.8% | +30.3% | -8.1% |
| 6M | -20.7% | -23.8% | +3.1% | -20.5% |
| YTD | -17.4% | -45.9% | +28.5% | -17.0% |
| 1Y | -38.2% | -40.8% | +2.5% | -38.1% |
| 3Y | -24.9% | +69.8% | -94.6% | -26.2% |
| 5Y | -11.4% | -70.3% | +58.9% | -16.9% |
| All | -10.3% | -70.8% | +60.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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