+160.3%
BITO vs LII
-1.0%
+161.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +21.8% | -11.2% | +33.0% | +24.6% |
| 3M | +25.0% | -28.8% | +53.8% | +32.6% |
| 6M | +11.3% | -26.9% | +38.3% | +16.7% |
| YTD | -12.7% | -22.2% | +9.5% | -10.2% |
| 1Y | -32.3% | -32.0% | -0.3% | -28.0% |
| All | +160.3% | -1.0% | +161.3% | +183.2% |
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