-38.2%
LEN vs BTG
+38.4%
-76.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | -4.9% | +36.8% | -41.7% | -8.4% |
| 3M | -8.5% | +23.1% | -31.6% | -11.3% |
| 6M | -20.7% | +3.5% | -24.1% | -22.6% |
| YTD | -17.4% | +25.5% | -42.9% | -20.2% |
| 1Y | -38.2% | +40.1% | -78.3% | -41.0% |
| All | -38.2% | +38.4% | -76.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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