+586.8%
LEN vs BTG
+378.0%
+208.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -3.6% |
| 7D | -2.9% | +4.8% | -7.7% | -3.3% |
| 30D | -8.9% | +8.3% | -17.2% | -9.7% |
| 3M | -10.9% | +32.3% | -43.2% | -13.7% |
| 6M | -19.7% | +3.0% | -22.6% | -20.5% |
| YTD | -20.6% | +21.9% | -42.5% | -23.1% |
| 1Y | -42.4% | +28.2% | -70.6% | -44.8% |
| 3Y | -26.5% | +99.9% | -126.4% | -33.7% |
| 5Y | -10.9% | +73.6% | -84.5% | -19.5% |
| 10Y | +100.6% | +136.5% | -35.9% | +69.0% |
| All | +586.8% | +378.0% | +208.8% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling