+649.9%
LITE vs BTDR
-38.7%
+688.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.8% | +9.2% | -1.6% |
| 7D | +22.6% | +15.4% | +7.1% | +19.9% |
| 30D | -36.8% | -33.4% | -3.3% | -32.6% |
| 3M | -33.0% | -32.0% | -1.0% | -28.9% |
| 6M | -37.1% | -52.2% | +15.2% | -30.6% |
| YTD | +69.5% | -45.3% | +114.8% | +80.1% |
| 1Y | +146.1% | -56.0% | +202.1% | +167.7% |
| 3Y | +1,440.8% | +54.4% | +1,386.4% | +1,374.9% |
| 5Y | +580.4% | -38.5% | +619.0% | +556.2% |
| All | +649.9% | -38.7% | +688.6% | +621.6% |
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