+132.3%
LEN vs BBWI
-48.2%
+180.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.3% |
| 7D | -8.7% | -4.5% | -4.2% | -7.5% |
| 30D | +11.6% | +17.1% | -5.6% | +6.8% |
| 3M | -1.3% | +17.5% | -18.7% | -6.5% |
| 6M | -1.4% | +12.8% | -14.3% | -6.3% |
| YTD | -16.9% | +8.2% | -25.0% | -21.2% |
| 1Y | -31.2% | -1.8% | -29.3% | -34.0% |
| 3Y | -25.6% | -25.8% | +0.2% | -26.5% |
| 5Y | -13.3% | -68.0% | +54.8% | +5.4% |
| All | +132.3% | -48.2% | +180.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling