+1,335.7%
BP vs LEN
+10,533.4%
-9,197.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +3.9% | -3.2% | +7.1% | +4.5% |
| 30D | +7.6% | -4.9% | +12.5% | +8.3% |
| 3M | +0.7% | -8.5% | +9.2% | +1.6% |
| 6M | +15.5% | -20.7% | +36.1% | +18.8% |
| YTD | +30.8% | -17.4% | +48.2% | +33.3% |
| 1Y | +34.3% | -38.2% | +72.6% | +43.2% |
| 3Y | +35.1% | -24.9% | +59.9% | +37.1% |
| 5Y | +126.8% | -11.4% | +138.3% | +119.3% |
| 10Y | +123.4% | +110.0% | +13.3% | +79.3% |
| All | +1,335.7% | +10,533.4% | -9,197.7% | +619.5% |
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