+560.2%
BTSG vs LII
-18.1%
+578.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +4.0% | -2.3% | +6.3% | +4.7% |
| 30D | +15.3% | -1.7% | +16.9% | +15.2% |
| 3M | +25.4% | -18.3% | +43.7% | +32.3% |
| 6M | +31.9% | -32.3% | +64.2% | +45.5% |
| YTD | +93.9% | -27.1% | +121.0% | +106.6% |
| 1Y | +114.2% | -27.2% | +141.3% | +128.1% |
| All | +560.2% | -18.1% | +578.3% | +570.9% |
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 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