+10,331.5%
LEN vs BBWI
+1,034.6%
+9,296.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -2.1% |
| 7D | -3.2% | +1.5% | -4.7% | -3.8% |
| 30D | -4.9% | -5.2% | +0.3% | -3.6% |
| 3M | -8.5% | +11.1% | -19.6% | -13.0% |
| 6M | -20.7% | -13.4% | -7.3% | -18.8% |
| YTD | -17.4% | +0.1% | -17.5% | -20.6% |
| 1Y | -38.2% | -36.1% | -2.1% | -31.8% |
| 3Y | -24.9% | -44.1% | +19.2% | -18.6% |
| 5Y | -11.4% | -66.2% | +54.8% | +9.0% |
| 10Y | +110.0% | -54.8% | +164.8% | +78.0% |
| All | +10,331.5% | +1,034.6% | +9,296.9% | +2,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling