-9.4%
BITO vs LII
+28.2%
-37.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +21.8% | -11.2% | +33.0% | +26.5% |
| 3M | +25.0% | -28.8% | +53.8% | +37.7% |
| 6M | +11.3% | -26.9% | +38.3% | +20.4% |
| YTD | -12.7% | -22.2% | +9.5% | -8.4% |
| 1Y | -32.3% | -32.0% | -0.3% | -25.2% |
| 3Y | +150.3% | -0.4% | +150.8% | +118.9% |
| All | -9.4% | +28.2% | -37.6% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling