+521.0%
LITE vs BTDR
-4.8%
+525.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +3.1% |
| 7D | -1.5% | +20.0% | -21.5% | -5.6% |
| 30D | +6.7% | +11.9% | -5.3% | +3.4% |
| 3M | -6.8% | -36.9% | +30.2% | -3.5% |
| 6M | +29.4% | +56.5% | -27.1% | +20.0% |
| YTD | +139.1% | +10.4% | +128.7% | +121.7% |
| 1Y | +521.0% | +3.1% | +517.9% | +547.5% |
| All | +521.0% | -4.8% | +525.8% | +547.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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