+128.7%
BTI vs LII
+166.1%
-37.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +9.7% | -0.6% | +10.3% | +9.6% |
| 3M | +11.1% | -17.0% | +28.0% | +14.2% |
| 6M | -1.2% | -31.1% | +29.9% | +3.8% |
| YTD | +12.7% | -27.7% | +40.3% | +16.7% |
| 1Y | +15.8% | -26.2% | +42.0% | +19.4% |
| 3Y | +148.9% | -9.6% | +158.5% | +136.2% |
| 5Y | +151.9% | +15.7% | +136.3% | +121.6% |
| All | +128.7% | +166.1% | -37.4% | +56.8% |
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