-25.3%
LII vs BTG
+17.5%
-42.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +2.9% | -9.1% | +12.0% | +4.1% |
| 30D | +0.9% | -1.6% | +2.5% | +0.7% |
| 3M | -15.5% | -2.8% | -12.7% | -15.8% |
| 6M | -30.2% | -7.6% | -22.6% | -30.5% |
| YTD | -26.8% | +10.2% | -37.1% | -30.1% |
| 1Y | -25.3% | +21.3% | -46.5% | -30.7% |
| All | -25.3% | +17.5% | -42.8% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling