+546.6%
LITE vs BTDR
-39.9%
+586.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +13.3% | -7.6% | +3.6% |
| 7D | -35.9% | -10.4% | -25.6% | -34.6% |
| 30D | -51.5% | -42.2% | -9.4% | -47.3% |
| 3M | -35.7% | -42.8% | +7.1% | -30.2% |
| 6M | -43.0% | -60.2% | +17.2% | -35.8% |
| YTD | +46.1% | -46.3% | +92.5% | +55.6% |
| 1Y | +124.7% | -71.7% | +196.4% | +154.3% |
| 3Y | +1,172.1% | +54.6% | +1,117.4% | +1,119.3% |
| 5Y | +477.0% | -39.5% | +516.6% | +457.5% |
| All | +546.6% | -39.9% | +586.4% | +523.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling