+615.7%
LITE vs BTDR
-33.9%
+649.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.9% | +0.8% | +9.2% |
| 7D | -12.9% | +7.1% | -20.0% | -13.6% |
| 30D | -46.0% | -31.4% | -14.6% | -42.7% |
| 3M | -33.0% | -39.2% | +6.2% | -28.0% |
| 6M | -34.0% | -50.9% | +16.9% | -27.7% |
| YTD | +61.7% | -41.0% | +102.8% | +69.9% |
| 1Y | +148.3% | -69.9% | +218.2% | +178.2% |
| 3Y | +1,408.5% | +87.3% | +1,321.2% | +1,322.1% |
| 5Y | +546.2% | -33.6% | +579.8% | +515.8% |
| All | +615.7% | -33.9% | +649.6% | +580.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling