-31.2%
LEN vs BBWI
+1.2%
-32.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.7% |
| 7D | -8.7% | -4.5% | -4.2% | -8.0% |
| 30D | +11.6% | +17.1% | -5.6% | +9.3% |
| 3M | -1.3% | +17.5% | -18.7% | -3.6% |
| 6M | -1.4% | +12.8% | -14.3% | -3.3% |
| YTD | -16.9% | +8.2% | -25.0% | -17.4% |
| 1Y | -31.2% | -1.8% | -29.3% | -31.5% |
| All | -31.2% | +1.2% | -32.4% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling