+3,202.8%
LEN vs BWA
+3,492.4%
-289.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.4% |
| 7D | -3.2% | +5.7% | -8.8% | -5.9% |
| 30D | -4.9% | +1.4% | -6.3% | -5.9% |
| 3M | -8.5% | -12.1% | +3.6% | -3.2% |
| 6M | -20.7% | +28.6% | -49.2% | -31.5% |
| YTD | -17.4% | +51.1% | -68.5% | -35.8% |
| 1Y | -38.2% | +55.9% | -94.1% | -52.9% |
| 3Y | -24.9% | +70.1% | -95.0% | -47.2% |
| 5Y | -11.4% | +90.7% | -102.1% | -43.2% |
| 10Y | +110.0% | +154.0% | -43.9% | +4.6% |
| All | +3,202.8% | +3,492.4% | -289.6% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling