-22.5%
LEN vs BTG
+24.4%
-46.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.7% | -1.6% | +5.7% |
| 7D | +10.5% | -0.2% | +10.7% | +10.3% |
| 30D | +24.6% | -0.8% | +25.4% | +24.3% |
| 3M | +6.6% | +31.8% | -25.2% | +1.8% |
| 6M | +10.6% | +20.4% | -9.8% | +6.2% |
| YTD | -8.3% | +14.7% | -23.0% | -13.1% |
| 1Y | -22.5% | +29.4% | -51.9% | -28.9% |
| All | -22.5% | +24.4% | -46.9% | -28.9% |
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