+129.4%
LITE vs BTDR
-71.2%
+200.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.9% | +0.8% | +7.1% |
| 7D | -12.9% | +7.1% | -20.0% | -14.7% |
| 30D | -46.0% | -31.4% | -14.6% | -38.6% |
| 3M | -33.0% | -39.2% | +6.2% | -22.1% |
| 6M | -34.0% | -50.9% | +16.9% | -20.8% |
| YTD | +61.7% | -41.0% | +102.8% | +68.9% |
| All | +129.4% | -71.2% | +200.6% | +205.2% |
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