-39.9%
BTDR vs LII
+9.7%
-49.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.0% | +15.2% | +14.1% |
| 7D | -10.4% | -0.6% | -9.7% | -10.3% |
| 30D | -42.2% | -4.6% | -37.6% | -41.6% |
| 3M | -42.8% | -21.2% | -21.6% | -37.1% |
| 6M | -60.2% | -36.4% | -23.7% | -52.1% |
| YTD | -46.3% | -28.9% | -17.4% | -39.1% |
| 1Y | -71.7% | -29.5% | -42.1% | -67.6% |
| 3Y | +54.6% | -8.6% | +63.2% | +80.0% |
| 5Y | -39.5% | +20.2% | -59.8% | -29.3% |
| All | -39.9% | +9.7% | -49.5% | -30.2% |
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