+171.4%
LII vs BTG
+147.2%
+24.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | +0.5% | +2.4% | -1.9% | +0.3% |
| 30D | -11.2% | +9.5% | -20.7% | -11.9% |
| 3M | -28.8% | +38.5% | -67.3% | -30.8% |
| 6M | -26.9% | +5.6% | -32.6% | -27.7% |
| YTD | -22.2% | +23.9% | -46.1% | -24.1% |
| 1Y | -32.0% | +32.1% | -64.1% | -34.2% |
| 3Y | -0.4% | +103.2% | -103.6% | -7.6% |
| 5Y | +22.4% | +79.7% | -57.3% | +13.5% |
| 10Y | +171.4% | +159.1% | +12.3% | +155.9% |
| All | +171.4% | +147.2% | +24.2% | +155.9% |
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