-33.9%
BTDR vs LII
+12.1%
-46.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.0% |
| 7D | +7.1% | -1.2% | +8.3% | +7.7% |
| 30D | -31.4% | -2.0% | -29.4% | -31.5% |
| 3M | -39.2% | -20.2% | -19.0% | -33.4% |
| 6M | -50.9% | -32.5% | -18.4% | -42.5% |
| YTD | -41.0% | -27.4% | -13.7% | -33.6% |
| 1Y | -69.9% | -28.2% | -41.8% | -65.9% |
| 3Y | +87.3% | -7.2% | +94.5% | +116.1% |
| 5Y | -33.6% | +19.9% | -53.5% | -23.1% |
| All | -33.9% | +12.1% | -46.0% | -24.0% |
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