+103.0%
LEN vs BG
+166.7%
-63.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | -4.8% | +3.1% | -7.9% | -5.7% |
| 30D | -6.6% | +10.2% | -16.8% | -9.5% |
| 3M | -15.7% | -1.7% | -14.0% | -15.8% |
| 6M | -16.6% | +1.0% | -17.6% | -17.9% |
| YTD | -21.3% | +39.9% | -61.3% | -30.4% |
| 1Y | -42.0% | +53.2% | -95.3% | -50.3% |
| 3Y | -27.9% | +16.3% | -44.2% | -33.7% |
| 5Y | -10.7% | +83.9% | -94.6% | -33.7% |
| All | +103.0% | +166.7% | -63.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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