-10.4%
LEN vs BG
+81.8%
-92.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -4.8% | +3.1% | -7.9% | -5.3% |
| 30D | -6.6% | +10.2% | -16.8% | -8.3% |
| 3M | -15.7% | -1.7% | -14.0% | -15.6% |
| 6M | -16.6% | +1.0% | -17.6% | -17.3% |
| YTD | -21.3% | +39.9% | -61.3% | -27.2% |
| 1Y | -42.0% | +53.2% | -95.3% | -47.3% |
| 3Y | -27.9% | +16.3% | -44.2% | -32.4% |
| All | -10.4% | +81.8% | -92.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling