-7.4%
BITO vs LII
+33.2%
-40.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.8% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +22.6% | -12.6% | +35.2% | +28.0% |
| 3M | +24.7% | -24.4% | +49.1% | +34.5% |
| 6M | +7.5% | -28.7% | +36.2% | +17.7% |
| YTD | -10.8% | -19.1% | +8.3% | -7.6% |
| 1Y | -29.9% | -29.7% | -0.2% | -23.4% |
| 3Y | +158.9% | +4.8% | +154.1% | +121.8% |
| All | -7.4% | +33.2% | -40.6% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling