+117.9%
BTSG vs LEN
-21.9%
+139.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | -0.8% |
| 7D | +17.4% | +10.5% | +6.9% | +15.8% |
| 30D | +12.6% | +24.6% | -12.1% | +9.0% |
| 3M | +11.2% | +6.6% | +4.6% | +10.4% |
| 6M | +30.4% | +10.6% | +19.7% | +28.2% |
| YTD | +86.4% | -8.3% | +94.7% | +84.7% |
| 1Y | +117.9% | -22.5% | +140.4% | +127.9% |
| All | +117.9% | -21.9% | +139.8% | +127.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling