+1,375.6%
LITE vs BTG
+136.0%
+1,239.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.3% |
| 7D | -35.9% | +17.4% | -53.3% | -37.8% |
| 30D | -51.5% | +8.0% | -59.5% | -52.2% |
| 3M | -35.7% | +32.5% | -68.2% | -38.7% |
| 6M | -43.0% | +21.6% | -64.5% | -45.0% |
| YTD | +46.1% | +21.2% | +24.9% | +39.8% |
| 1Y | +124.7% | +43.9% | +80.8% | +111.1% |
| 3Y | +1,172.1% | +78.6% | +1,093.5% | +1,035.2% |
| 5Y | +477.0% | +48.8% | +428.2% | +417.3% |
| All | +1,375.6% | +136.0% | +1,239.6% | +1,288.2% |
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