-10.6%
BITO vs LII
+24.9%
-35.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -3.4% | -6.3% | +2.8% | -1.3% |
| 30D | +21.4% | -13.0% | +34.4% | +27.0% |
| 3M | +20.5% | -29.0% | +49.5% | +32.8% |
| 6M | +7.4% | -27.7% | +35.0% | +16.4% |
| YTD | -13.9% | -24.2% | +10.3% | -8.8% |
| 1Y | -35.1% | -34.8% | -0.3% | -27.1% |
| 3Y | +156.8% | -4.2% | +161.0% | +128.3% |
| All | -10.6% | +24.9% | -35.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling