+109.1%
LEN vs BBWI
-58.2%
+167.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +2.3% |
| 7D | -3.4% | -4.4% | +1.1% | -2.2% |
| 30D | -5.7% | -7.4% | +1.7% | -4.1% |
| 3M | -12.2% | -2.2% | -10.0% | -12.4% |
| 6M | -18.3% | -16.3% | -2.0% | -15.8% |
| YTD | -20.2% | -9.1% | -11.1% | -20.2% |
| 1Y | -40.1% | -34.5% | -5.5% | -35.3% |
| 3Y | -26.2% | -47.0% | +20.8% | -19.5% |
| 5Y | -9.8% | -68.8% | +59.0% | +10.4% |
| 10Y | +109.1% | -57.4% | +166.5% | +63.2% |
| All | +109.1% | -58.2% | +167.4% | +63.2% |
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