+1,379.0%
LII vs BTG
+400.0%
+979.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.9% |
| 7D | -1.2% | +19.1% | -20.3% | -2.1% |
| 30D | -2.0% | +8.2% | -10.1% | -2.4% |
| 3M | -20.2% | +13.3% | -33.6% | -20.9% |
| 6M | -32.5% | +8.1% | -40.6% | -33.1% |
| YTD | -27.4% | +27.5% | -54.9% | -28.8% |
| 1Y | -28.2% | +47.1% | -75.3% | -30.0% |
| 3Y | -7.2% | +105.8% | -113.0% | -11.8% |
| 5Y | +19.9% | +55.8% | -35.9% | +14.6% |
| 10Y | +168.6% | +161.8% | +6.8% | +148.6% |
| All | +1,379.0% | +400.0% | +979.1% | +1,208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling