+426.2%
BTSG vs LEN
-43.7%
+469.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.5% | -3.1% | -5.9% |
| 7D | -5.8% | -7.8% | +2.0% | -4.2% |
| 30D | 0.0% | -11.0% | +11.0% | +2.4% |
| 3M | -4.5% | -12.8% | +8.3% | -2.0% |
| 6M | +40.0% | -20.2% | +60.2% | +45.9% |
| YTD | +54.6% | -23.0% | +77.6% | +61.0% |
| 1Y | +106.1% | -41.8% | +147.9% | +128.3% |
| All | +426.2% | -43.7% | +469.9% | +504.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling