+547.4%
BTSG vs LEN
-39.2%
+586.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +6.0% | -5.8% | +11.8% | +7.0% |
| 30D | +12.4% | +13.7% | -1.3% | +9.2% |
| 3M | +18.2% | -3.9% | +22.1% | +18.4% |
| 6M | +26.0% | -0.4% | +26.4% | +24.9% |
| YTD | +90.1% | -16.8% | +107.0% | +93.7% |
| 1Y | +124.3% | -29.5% | +153.8% | +137.0% |
| All | +547.4% | -39.2% | +586.6% | +627.1% |
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