+6,970.9%
BHP vs LEN
+10,606.4%
-3,635.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.5% | -5.8% | +5.3% | +0.9% |
| 30D | -4.5% | +13.7% | -18.2% | -7.8% |
| 3M | -6.9% | -3.9% | -3.0% | -6.6% |
| 6M | -10.6% | -0.4% | -10.2% | -11.3% |
| YTD | +37.2% | -16.8% | +54.0% | +41.4% |
| 1Y | +48.0% | -29.5% | +77.5% | +58.3% |
| 3Y | +52.6% | -25.6% | +78.1% | +58.0% |
| 5Y | +116.5% | -13.2% | +129.7% | +110.7% |
| 10Y | +334.9% | +138.5% | +196.5% | +211.7% |
| All | +6,970.9% | +10,606.4% | -3,635.5% | +2,790.5% |
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