+132.3%
LEN vs BWA
+94.6%
+37.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -8.7% | +7.3% | -16.0% | -11.6% |
| 30D | +11.6% | -15.8% | +27.4% | +19.9% |
| 3M | -1.3% | -25.7% | +24.5% | +11.8% |
| 6M | -1.4% | -19.6% | +18.2% | +6.6% |
| YTD | -16.9% | +14.1% | -30.9% | -25.5% |
| 1Y | -31.2% | +12.2% | -43.3% | -37.9% |
| 3Y | -25.6% | +63.8% | -89.4% | -45.4% |
| 5Y | -13.3% | +28.7% | -42.0% | -31.2% |
| All | +132.3% | +94.6% | +37.7% | +34.7% |
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