+67.5%
BHP vs LEN
-41.0%
+108.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -3.6% | -4.8% | +1.1% | -2.7% |
| 30D | -1.2% | -6.6% | +5.4% | +0.2% |
| 3M | +1.2% | -15.7% | +16.9% | +4.7% |
| 6M | +21.4% | -16.6% | +38.0% | +24.2% |
| YTD | +50.4% | -21.3% | +71.8% | +54.9% |
| 1Y | +67.5% | -42.0% | +109.5% | +69.4% |
| All | +67.5% | -41.0% | +108.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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