+585.9%
LITE vs BITO
-13.3%
+599.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -13.9% | -5.6% | -8.3% | -12.4% |
| 30D | -46.9% | -11.0% | -35.9% | -45.0% |
| 3M | -28.0% | +13.6% | -41.6% | -30.4% |
| 6M | -35.2% | -10.1% | -25.1% | -33.3% |
| YTD | +58.9% | -18.6% | +77.4% | +65.2% |
| 1Y | +125.3% | -33.1% | +158.4% | +146.7% |
| 3Y | +1,344.4% | +63.0% | +1,281.5% | +1,150.3% |
| 5Y | +541.2% | -13.5% | +554.7% | +454.7% |
| All | +585.9% | -13.3% | +599.2% | +493.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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