+71.4%
BTI vs LEN
+108.0%
-36.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -0.2% | -4.8% | +4.6% | +0.6% |
| 30D | -1.1% | -6.6% | +5.5% | 0.0% |
| 3M | -8.8% | -15.7% | +6.9% | -6.3% |
| 6M | -4.0% | -16.6% | +12.7% | -1.5% |
| YTD | +0.4% | -21.3% | +21.7% | +3.6% |
| 1Y | +1.9% | -42.0% | +44.0% | +10.6% |
| 3Y | +108.5% | -27.9% | +136.4% | +112.7% |
| 5Y | +118.5% | -10.7% | +129.2% | +108.6% |
| All | +71.4% | +108.0% | -36.6% | +33.8% |
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