+23.3%
BTDR vs LII
+20.1%
+3.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.6% |
| 7D | +14.8% | +0.5% | +14.3% | +14.7% |
| 30D | +41.8% | -11.2% | +53.0% | +49.2% |
| 3M | -29.2% | -28.8% | -0.4% | -18.0% |
| 6M | +66.2% | -26.9% | +93.1% | +89.6% |
| YTD | +10.0% | -22.2% | +32.2% | +21.4% |
| 1Y | -11.0% | -32.0% | +21.0% | +3.8% |
| 3Y | +6.9% | -0.4% | +7.4% | +21.9% |
| 5Y | +24.7% | +22.4% | +2.2% | +40.5% |
| All | +23.3% | +20.1% | +3.2% | +39.1% |
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