+5,083.9%
LITE vs BTG
+510.8%
+4,573.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.1% |
| 7D | -1.5% | -0.9% | -0.7% | -1.5% |
| 30D | +6.7% | +36.8% | -30.2% | +3.4% |
| 3M | -6.8% | +23.1% | -29.9% | -8.8% |
| 6M | +29.4% | +3.5% | +26.0% | +28.1% |
| YTD | +139.1% | +25.5% | +113.6% | +132.5% |
| 1Y | +521.0% | +40.1% | +480.9% | +498.6% |
| 3Y | +1,535.3% | +101.1% | +1,434.2% | +1,425.5% |
| 5Y | +889.8% | +70.6% | +819.2% | +825.3% |
| 10Y | +2,400.7% | +152.1% | +2,248.6% | +2,368.2% |
| All | +5,083.9% | +510.8% | +4,573.1% | +5,960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling