+135.7%
BP vs LEN
+142.4%
-6.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.8% | -6.4% | +5.6% | +0.5% |
| 30D | -3.1% | +15.6% | -18.8% | -6.4% |
| 3M | +6.2% | -0.8% | +6.9% | +5.5% |
| 6M | +4.8% | +0.4% | +4.4% | +3.1% |
| YTD | +35.2% | -14.1% | +49.3% | +36.5% |
| 1Y | +27.4% | -29.6% | +57.1% | +34.8% |
| 3Y | +49.8% | -23.1% | +72.9% | +50.3% |
| 5Y | +109.4% | -8.9% | +118.3% | +93.9% |
| 10Y | +135.7% | +146.2% | -10.5% | +55.0% |
| All | +135.7% | +142.4% | -6.7% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling