-10.9%
LEN vs BBWI
-66.8%
+55.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.0% |
| 7D | -2.9% | +1.6% | -4.4% | -3.3% |
| 30D | -8.9% | -6.2% | -2.6% | -7.6% |
| 3M | -10.9% | +4.3% | -15.2% | -12.5% |
| 6M | -19.7% | -7.2% | -12.5% | -19.5% |
| YTD | -20.6% | -3.0% | -17.6% | -21.8% |
| 1Y | -42.4% | -30.8% | -11.7% | -38.5% |
| 3Y | -26.5% | -43.4% | +16.8% | -21.1% |
| 5Y | -10.9% | -66.7% | +55.8% | +14.4% |
| All | -10.9% | -66.8% | +55.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling