+82.9%
BHP vs LEN
-26.2%
+109.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.9% | -3.4% | +4.3% | +1.7% |
| 30D | +4.0% | -5.7% | +9.7% | +5.5% |
| 3M | +11.3% | -12.2% | +23.5% | +14.6% |
| 6M | +29.3% | -18.3% | +47.6% | +35.1% |
| YTD | +59.2% | -20.2% | +79.4% | +66.4% |
| 1Y | +80.8% | -40.1% | +120.9% | +102.5% |
| All | +82.9% | -26.2% | +109.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling