+562.5%
LITE vs BTDR
-44.0%
+606.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.6% | +4.2% | -3.1% |
| 7D | +10.8% | -6.9% | +17.7% | +12.1% |
| 30D | -33.4% | -31.5% | -1.9% | -29.2% |
| 3M | -32.2% | -36.1% | +3.8% | -27.3% |
| 6M | -42.1% | -57.6% | +15.5% | -35.0% |
| YTD | +61.9% | -50.0% | +111.9% | +74.5% |
| 1Y | +163.0% | -49.6% | +212.6% | +183.2% |
| 3Y | +1,358.0% | +48.5% | +1,309.5% | +1,313.4% |
| All | +562.5% | -44.0% | +606.5% | +556.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling