+452.1%
BTSG vs LEN
-39.6%
+491.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.7% | -3.2% | +5.9% | +3.4% |
| 30D | -3.6% | -4.9% | +1.3% | -2.7% |
| 3M | +5.8% | -8.5% | +14.3% | +7.5% |
| 6M | +44.7% | -20.7% | +65.4% | +50.7% |
| YTD | +62.2% | -17.4% | +79.6% | +66.5% |
| 1Y | +152.1% | -38.2% | +190.3% | +175.7% |
| All | +452.1% | -39.6% | +491.7% | +524.8% |
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