+156.8%
BITO vs LEN
-27.3%
+184.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -3.4% | -4.8% | +1.3% | -2.5% |
| 30D | +21.4% | -6.6% | +28.0% | +23.1% |
| 3M | +20.5% | -15.7% | +36.2% | +24.5% |
| 6M | +7.4% | -16.6% | +24.0% | +10.9% |
| YTD | -13.9% | -21.3% | +7.5% | -10.9% |
| 1Y | -35.1% | -42.0% | +7.0% | -26.9% |
| 3Y | +156.8% | -27.9% | +184.7% | +197.0% |
| All | +156.8% | -27.3% | +184.1% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling