+1,361.3%
BP vs LEN
+11,627.0%
-10,265.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | -6.9% | +0.6% | -7.5% | -7.1% |
| 30D | -3.6% | +19.4% | -23.0% | -6.7% |
| 3M | +8.4% | +4.5% | +3.9% | +7.0% |
| 6M | +5.3% | +4.9% | +0.4% | +3.3% |
| YTD | +33.2% | -8.9% | +42.1% | +32.8% |
| 1Y | +28.2% | -23.0% | +51.1% | +31.3% |
| 3Y | +49.2% | -16.7% | +66.0% | +48.5% |
| 5Y | +102.9% | -4.5% | +107.3% | +92.9% |
| 10Y | +127.7% | +162.2% | -34.5% | +75.7% |
| All | +1,361.3% | +11,627.0% | -10,265.7% | +617.0% |
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 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