+27.4%
BP vs LEN
-28.8%
+56.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.8% | -6.4% | +5.6% | -1.7% |
| 30D | -3.1% | +15.6% | -18.8% | -0.9% |
| 3M | +6.2% | -0.8% | +6.9% | +6.2% |
| 6M | +4.8% | +0.4% | +4.4% | +5.5% |
| YTD | +35.2% | -14.1% | +49.3% | +35.6% |
| 1Y | +27.4% | -29.6% | +57.1% | +31.1% |
| All | +27.4% | -28.8% | +56.2% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling