+1,533.3%
LITE vs BTG
+148.3%
+1,385.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +9.9% |
| 7D | -12.9% | +19.1% | -32.0% | -15.4% |
| 30D | -46.0% | +8.2% | -54.2% | -46.7% |
| 3M | -33.0% | +13.3% | -46.4% | -34.5% |
| 6M | -34.0% | +8.1% | -42.1% | -35.3% |
| YTD | +61.7% | +27.5% | +34.2% | +53.6% |
| 1Y | +148.3% | +47.1% | +101.2% | +132.3% |
| 3Y | +1,408.5% | +105.8% | +1,302.7% | +1,224.0% |
| 5Y | +546.2% | +55.8% | +490.4% | +475.4% |
| 10Y | +1,533.3% | +161.8% | +1,371.5% | +1,425.5% |
| All | +1,533.3% | +148.3% | +1,385.1% | +1,425.5% |
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