+901.5%
LITE vs BTG
+72.3%
+829.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | -1.5% | -0.9% | -0.7% | -1.4% |
| 30D | +6.7% | +36.8% | -30.2% | -0.6% |
| 3M | -6.8% | +23.1% | -29.9% | -11.4% |
| 6M | +29.4% | +3.5% | +26.0% | +26.5% |
| YTD | +139.1% | +25.5% | +113.6% | +123.3% |
| 1Y | +521.0% | +40.1% | +480.9% | +465.1% |
| 3Y | +1,535.3% | +101.1% | +1,434.2% | +1,255.3% |
| All | +901.5% | +72.3% | +829.2% | +744.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling