+468.7%
BTSG vs LII
-10.4%
+479.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.4% |
| 7D | +5.7% | +2.1% | +3.6% | +5.1% |
| 30D | +0.2% | -12.4% | +12.6% | +4.1% |
| 3M | +5.6% | -24.8% | +30.4% | +13.7% |
| 6M | +50.8% | -25.2% | +76.0% | +61.5% |
| YTD | +67.0% | -20.3% | +87.3% | +74.3% |
| 1Y | +145.5% | -32.9% | +178.5% | +169.9% |
| All | +468.7% | -10.4% | +479.1% | +465.9% |
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 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