-9.5%
LII vs FBTC
+65.3%
-74.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -0.7% | +2.9% | -3.6% | -1.1% |
| 30D | -12.6% | +23.0% | -35.6% | -14.9% |
| 3M | -24.4% | +25.6% | -50.0% | -26.7% |
| 6M | -28.7% | +9.0% | -37.7% | -29.7% |
| YTD | -19.1% | -8.9% | -10.2% | -18.8% |
| 1Y | -29.7% | -27.5% | -2.2% | -27.3% |
| All | -9.5% | +65.3% | -74.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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