+19.6%
BTDR vs LEN
-12.6%
+32.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | -3.4% | -4.8% | +1.4% | -2.1% |
| 30D | +32.6% | -6.6% | +39.2% | +34.8% |
| 3M | -32.2% | -15.7% | -16.6% | -29.2% |
| 6M | +52.4% | -16.6% | +69.0% | +59.7% |
| YTD | +6.7% | -21.3% | +28.0% | +12.6% |
| 1Y | -15.2% | -42.0% | +26.8% | -5.2% |
| 3Y | +14.9% | -27.9% | +42.8% | +26.8% |
| 5Y | +20.8% | -10.7% | +31.5% | +35.1% |
| All | +19.6% | -12.6% | +32.2% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling