-32.3%
LII vs BTG
-2.3%
-30.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.1% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -1.7% | -1.1% | -0.5% | -2.0% |
| 3M | -18.3% | +2.5% | -20.8% | -19.3% |
| 6M | -32.3% | -3.1% | -29.3% | -30.4% |
| All | -32.3% | -2.3% | -30.0% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling