+14.9%
BTDR vs LEN
-27.3%
+42.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.5% |
| 7D | -3.4% | -4.8% | +1.4% | -0.8% |
| 30D | +32.6% | -6.6% | +39.2% | +37.1% |
| 3M | -32.2% | -15.7% | -16.6% | -26.0% |
| 6M | +52.4% | -16.6% | +69.0% | +68.0% |
| YTD | +6.7% | -21.3% | +28.0% | +19.1% |
| 1Y | -15.2% | -42.0% | +26.8% | +9.7% |
| 3Y | +14.9% | -27.9% | +42.8% | +6.5% |
| All | +14.9% | -27.3% | +42.2% | +6.5% |
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 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