+69.6%
BTI vs LII
+167.7%
-98.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.4% | +2.1% | -3.5% | -1.7% |
| 30D | -7.0% | -12.4% | +5.4% | -5.0% |
| 3M | -6.3% | -24.8% | +18.5% | -2.7% |
| 6M | -2.0% | -25.2% | +23.2% | +1.6% |
| YTD | +0.2% | -20.3% | +20.4% | +2.4% |
| 1Y | +3.8% | -32.9% | +36.7% | +9.2% |
| 3Y | +112.1% | +2.0% | +110.0% | +96.9% |
| 5Y | +113.6% | +24.4% | +89.2% | +86.3% |
| 10Y | +69.6% | +167.2% | -97.6% | +15.1% |
| All | +69.6% | +167.7% | -98.1% | +15.1% |
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