-7.4%
LEN vs BBWI
-67.3%
+59.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +0.7% | -4.2% | +4.9% | +1.8% |
| 30D | +13.0% | +24.9% | -11.9% | +6.7% |
| 3M | +1.9% | +13.2% | -11.3% | -2.1% |
| 6M | -0.7% | +12.1% | -12.8% | -5.0% |
| YTD | -13.8% | +11.1% | -24.9% | -18.4% |
| 1Y | -28.1% | +0.7% | -28.8% | -31.1% |
| 3Y | -22.8% | -23.8% | +0.9% | -24.2% |
| 5Y | -7.4% | -66.9% | +59.6% | +23.3% |
| All | -7.4% | -67.3% | +59.9% | +23.3% |
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