+463.5%
BTSG vs LEN
-41.7%
+505.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.9% | -3.4% | +6.3% | +3.6% |
| 30D | +0.9% | -5.7% | +6.5% | +1.9% |
| 3M | +1.6% | -12.2% | +13.9% | +4.1% |
| 6M | +46.8% | -18.3% | +65.1% | +52.1% |
| YTD | +65.5% | -20.2% | +85.7% | +71.0% |
| 1Y | +136.2% | -40.1% | +176.3% | +159.9% |
| All | +463.5% | -41.7% | +505.2% | +542.0% |
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