+1,402.3%
LITE vs BTI
+115.4%
+1,286.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +6.5% |
| 7D | -35.9% | -1.0% | -34.9% | -35.9% |
| 30D | -51.5% | +13.0% | -64.5% | -53.3% |
| 3M | -35.7% | +5.3% | -41.1% | -37.1% |
| 6M | -43.0% | +5.3% | -48.3% | -44.9% |
| YTD | +46.1% | +12.4% | +33.7% | +38.3% |
| 1Y | +124.7% | +18.9% | +105.8% | +109.3% |
| 3Y | +1,172.1% | +144.0% | +1,028.0% | +794.2% |
| 5Y | +477.0% | +156.3% | +320.8% | +291.5% |
| All | +1,402.3% | +115.4% | +1,286.9% | +876.7% |
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