-56.0%
BTDR vs LII
-28.0%
-28.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -34.1% |
| 3M | -32.0% | -17.0% | -15.1% | -26.5% |
| 6M | -52.2% | -31.1% | -21.1% | -43.4% |
| YTD | -45.3% | -27.7% | -17.7% | -40.1% |
| 1Y | -56.0% | -26.2% | -29.9% | -51.9% |
| All | -56.0% | -28.0% | -28.0% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling