+7,943.2%
BHP vs LEN
+10,533.4%
-2,590.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | +3.4% | -4.9% | +8.3% | +4.5% |
| 3M | +4.1% | -8.5% | +12.6% | +5.9% |
| 6M | +20.6% | -20.7% | +41.2% | +27.0% |
| YTD | +56.1% | -17.4% | +73.5% | +62.1% |
| 1Y | +69.6% | -38.2% | +107.8% | +87.9% |
| 3Y | +78.8% | -24.9% | +103.7% | +85.6% |
| 5Y | +113.1% | -11.4% | +124.5% | +107.5% |
| 10Y | +505.9% | +110.0% | +395.9% | +350.0% |
| All | +7,943.2% | +10,533.4% | -2,590.2% | +3,213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling