-29.5%
LEN vs BTG
+94.1%
-123.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.2% |
| 7D | -7.8% | -5.5% | -2.3% | -7.1% |
| 30D | -11.0% | +6.1% | -17.1% | -11.7% |
| 3M | -12.8% | +38.6% | -51.4% | -16.3% |
| 6M | -20.2% | +0.7% | -20.9% | -21.2% |
| YTD | -23.0% | +20.3% | -43.4% | -25.6% |
| 1Y | -41.8% | +25.0% | -66.9% | -44.5% |
| All | -29.5% | +94.1% | -123.6% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling