+102.9%
BP vs LEN
-2.5%
+105.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | 0.0% |
| 7D | -6.9% | +0.6% | -7.5% | -6.9% |
| 30D | -3.6% | +19.4% | -23.0% | -4.7% |
| 3M | +8.4% | +4.5% | +3.9% | +8.0% |
| 6M | +5.3% | +4.9% | +0.4% | +4.7% |
| YTD | +33.2% | -8.9% | +42.1% | +33.8% |
| 1Y | +28.2% | -23.0% | +51.1% | +31.4% |
| 3Y | +49.2% | -16.7% | +66.0% | +49.7% |
| 5Y | +102.9% | -4.5% | +107.3% | +91.5% |
| All | +102.9% | -2.5% | +105.4% | +91.5% |
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 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