+98.7%
LEN vs BWA
+153.1%
-54.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | -11.0% | -5.5% | -5.5% | -9.0% |
| 3M | -12.8% | -7.6% | -5.2% | -10.1% |
| 6M | -20.2% | +25.0% | -45.2% | -29.1% |
| YTD | -23.0% | +47.0% | -70.0% | -38.0% |
| 1Y | -41.8% | +54.0% | -95.8% | -54.3% |
| 3Y | -28.8% | +70.7% | -99.5% | -48.4% |
| 5Y | -12.6% | +86.7% | -99.3% | -41.4% |
| All | +98.7% | +153.1% | -54.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BWA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling