+126.6%
BHP vs LEN
-10.6%
+137.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.4% |
| 3M | +11.3% | -12.2% | +23.5% | +14.3% |
| 6M | +29.3% | -18.3% | +47.6% | +34.9% |
| YTD | +59.2% | -20.2% | +79.4% | +66.3% |
| 1Y | +80.8% | -40.1% | +120.9% | +101.2% |
| 3Y | +88.0% | -26.2% | +114.2% | +95.0% |
| 5Y | +126.6% | -9.8% | +136.5% | +109.6% |
| All | +126.6% | -10.6% | +137.3% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling