+165.9%
LII vs BTG
+164.8%
+1.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +2.9% | -9.1% | +12.0% | +3.7% |
| 30D | +0.9% | -1.6% | +2.5% | +0.9% |
| 3M | -15.5% | -2.8% | -12.7% | -15.6% |
| 6M | -30.2% | -7.6% | -22.6% | -30.2% |
| YTD | -26.8% | +10.2% | -37.1% | -28.3% |
| 1Y | -25.3% | +21.3% | -46.5% | -27.3% |
| 3Y | -7.8% | +82.7% | -90.4% | -14.2% |
| 5Y | +17.0% | +30.8% | -13.8% | +9.6% |
| All | +165.9% | +164.8% | +1.1% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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