-31.2%
LEN vs BWA
+12.4%
-43.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -8.7% | +7.3% | -16.0% | -10.2% |
| 30D | +11.6% | -15.8% | +27.4% | +16.2% |
| 3M | -1.3% | -25.7% | +24.5% | +6.1% |
| 6M | -1.4% | -19.6% | +18.2% | +2.9% |
| YTD | -16.9% | +14.1% | -30.9% | -27.0% |
| 1Y | -31.2% | +12.2% | -43.3% | -38.9% |
| All | -31.2% | +12.4% | -43.6% | -38.9% |
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 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