+55.1%
BITO vs LII
-8.2%
+63.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | -9.2% | +2.9% | -12.2% | -9.8% |
| 30D | -15.9% | +0.9% | -16.8% | -16.3% |
| 3M | +7.3% | -15.5% | +22.9% | +10.9% |
| 6M | -15.2% | -30.2% | +15.0% | -9.8% |
| YTD | -23.8% | -26.8% | +3.1% | -20.7% |
| 1Y | -32.2% | -25.3% | -6.9% | -29.9% |
| 3Y | +55.1% | -7.8% | +62.8% | +80.7% |
| All | +55.1% | -8.2% | +63.2% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling