+1,670.7%
LITE vs BTG
+160.5%
+1,510.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.4% | +13.1% | +11.0% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | -34.9% | -1.1% | -33.8% | -34.9% |
| 3M | -21.0% | +2.5% | -23.6% | -21.6% |
| 6M | -38.5% | -3.1% | -35.4% | -38.7% |
| YTD | +75.8% | +16.3% | +59.5% | +69.2% |
| 1Y | +156.7% | +27.6% | +129.1% | +144.7% |
| 3Y | +1,498.6% | +89.5% | +1,409.0% | +1,319.2% |
| 5Y | +610.9% | +33.6% | +577.3% | +544.9% |
| 10Y | +1,670.7% | +178.2% | +1,492.5% | +1,575.9% |
| All | +1,670.7% | +160.5% | +1,510.1% | +1,575.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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