+510.5%
BTSG vs LII
-20.2%
+530.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +3.9% | +2.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +5.3% | -4.6% | +9.8% | +6.1% |
| 3M | +10.8% | -21.2% | +32.0% | +18.1% |
| 6M | +27.3% | -36.4% | +63.8% | +43.1% |
| YTD | +79.3% | -28.9% | +108.2% | +92.4% |
| 1Y | +106.0% | -29.5% | +135.5% | +121.4% |
| All | +510.5% | -20.2% | +530.6% | +524.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling