+23.8%
BTDR vs LEN
-8.2%
+32.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.2% |
| 7D | +20.0% | -3.2% | +23.1% | +21.0% |
| 30D | +11.9% | -4.9% | +16.8% | +13.5% |
| 3M | -36.9% | -8.5% | -28.4% | -35.4% |
| 6M | +56.5% | -20.7% | +77.2% | +64.9% |
| YTD | +10.4% | -17.4% | +27.8% | +15.1% |
| 1Y | +3.1% | -38.2% | +41.3% | +13.3% |
| 3Y | -2.6% | -24.9% | +22.3% | +6.1% |
| 5Y | +25.2% | -11.4% | +36.6% | +36.9% |
| All | +23.8% | -8.2% | +32.0% | +36.9% |
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