-29.5%
LEN vs BWA
+12.3%
-41.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.8% | +4.3% | -10.0% | -6.6% |
| 30D | +13.7% | -13.0% | +26.7% | +17.3% |
| 3M | -3.9% | -24.8% | +21.0% | +2.8% |
| 6M | -0.4% | -23.5% | +23.1% | +5.6% |
| YTD | -16.8% | +13.8% | -30.7% | -26.7% |
| 1Y | -29.5% | +13.4% | -42.9% | -37.8% |
| All | -29.5% | +12.3% | -41.7% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling