+2,259.5%
LITE vs BTI
+67.9%
+2,191.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | +6.7% | -6.6% | +13.3% | +8.7% |
| 3M | -6.8% | -3.0% | -3.8% | -7.3% |
| 6M | +29.4% | -6.7% | +36.1% | +30.3% |
| YTD | +139.1% | +0.6% | +138.5% | +134.9% |
| 1Y | +521.0% | +5.6% | +515.4% | +501.7% |
| 3Y | +1,535.3% | +110.3% | +1,425.0% | +1,114.7% |
| 5Y | +889.8% | +114.3% | +775.6% | +618.5% |
| All | +2,259.5% | +67.9% | +2,191.6% | +1,657.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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