+168.9%
LII vs BTG
+160.5%
+8.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.0% |
| 7D | -2.3% | +1.4% | -3.7% | -2.4% |
| 30D | -1.7% | -1.1% | -0.5% | -1.8% |
| 3M | -18.3% | +2.5% | -20.8% | -18.7% |
| 6M | -32.3% | -3.1% | -29.3% | -32.6% |
| YTD | -27.1% | +16.3% | -43.4% | -28.8% |
| 1Y | -27.2% | +27.6% | -54.8% | -29.5% |
| 3Y | -8.9% | +89.5% | -98.5% | -15.6% |
| 5Y | +19.7% | +33.6% | -13.9% | +11.8% |
| 10Y | +168.9% | +178.2% | -9.3% | +150.5% |
| All | +168.9% | +160.5% | +8.3% | +150.5% |
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