+26.7%
BTDR vs LEN
-11.7%
+38.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.2% | +3.4% |
| 7D | +22.4% | -2.9% | +25.3% | +23.3% |
| 30D | +16.5% | -8.9% | +25.3% | +19.3% |
| 3M | -31.5% | -10.9% | -20.6% | -29.4% |
| 6M | +74.0% | -19.7% | +93.7% | +83.4% |
| YTD | +13.0% | -20.6% | +33.6% | +18.9% |
| 1Y | -0.2% | -42.4% | +42.2% | +11.5% |
| 3Y | +9.9% | -26.5% | +36.4% | +21.0% |
| 5Y | +28.1% | -10.9% | +39.1% | +42.5% |
| All | +26.7% | -11.7% | +38.4% | +41.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling