+6,002.7%
BTI vs LEN
+10,125.0%
-4,122.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.1% |
| 7D | -1.4% | -2.9% | +1.5% | -1.0% |
| 30D | -7.0% | -8.9% | +1.8% | -6.0% |
| 3M | -6.3% | -10.9% | +4.6% | -5.1% |
| 6M | -2.0% | -19.7% | +17.7% | +0.4% |
| YTD | +0.2% | -20.6% | +20.8% | +2.6% |
| 1Y | +3.8% | -42.4% | +46.2% | +10.5% |
| 3Y | +112.1% | -26.5% | +138.6% | +115.9% |
| 5Y | +113.6% | -10.9% | +124.6% | +108.9% |
| 10Y | +69.6% | +100.6% | -31.0% | +44.4% |
| All | +6,002.7% | +10,125.0% | -4,122.3% | +2,658.2% |
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