-9.4%
BITO vs LEN
-10.2%
+0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.1% | -3.4% | +4.4% | +2.4% |
| 30D | +21.8% | -5.7% | +27.4% | +24.3% |
| 3M | +25.0% | -12.2% | +37.2% | +30.2% |
| 6M | +11.3% | -18.3% | +29.6% | +18.6% |
| YTD | -12.7% | -20.2% | +7.5% | -7.5% |
| 1Y | -32.3% | -40.1% | +7.8% | -19.2% |
| 3Y | +150.3% | -26.2% | +176.5% | +152.9% |
| All | -9.4% | -10.2% | +0.8% | -24.9% |
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