-38.7%
BTDR vs LII
+11.6%
-50.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.8% | -12.0% | -12.5% |
| 7D | +15.4% | -0.2% | +15.6% | +15.6% |
| 30D | -33.4% | -0.6% | -32.9% | -33.9% |
| 3M | -32.0% | -17.0% | -15.1% | -27.0% |
| 6M | -52.2% | -31.1% | -21.1% | -44.5% |
| YTD | -45.3% | -27.7% | -17.7% | -38.3% |
| 1Y | -56.0% | -26.2% | -29.9% | -50.8% |
| 3Y | +54.4% | -9.6% | +64.0% | +78.6% |
| 5Y | -38.5% | +15.7% | -54.2% | -28.7% |
| All | -38.7% | +11.6% | -50.3% | -29.3% |
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