+132.4%
LEN vs BWA
+94.2%
+38.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.8% | +4.3% | -10.0% | -7.5% |
| 30D | +13.7% | -13.0% | +26.7% | +20.4% |
| 3M | -3.9% | -24.8% | +21.0% | +8.2% |
| 6M | -0.4% | -23.5% | +23.1% | +10.4% |
| YTD | -16.8% | +13.8% | -30.7% | -25.4% |
| 1Y | -29.5% | +13.4% | -42.9% | -36.7% |
| 3Y | -25.6% | +62.8% | -88.3% | -45.2% |
| 5Y | -13.2% | +28.5% | -41.7% | -31.1% |
| All | +132.4% | +94.2% | +38.1% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling