+124.7%
LITE vs BTI
+19.1%
+105.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +4.4% |
| 7D | -35.9% | -1.0% | -34.9% | -36.0% |
| 30D | -51.5% | +13.0% | -64.5% | -50.0% |
| 3M | -35.7% | +5.3% | -41.1% | -33.3% |
| 6M | -43.0% | +5.3% | -48.3% | -42.5% |
| YTD | +46.1% | +12.4% | +33.7% | +46.4% |
| 1Y | +124.7% | +18.9% | +105.8% | +113.7% |
| All | +124.7% | +19.1% | +105.6% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling