+1,331.0%
LITE vs BTI
+145.1%
+1,185.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.4% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -46.9% | +9.6% | -56.5% | -45.3% |
| 3M | -28.0% | +8.3% | -36.3% | -25.6% |
| 6M | -35.2% | +7.5% | -42.7% | -33.3% |
| YTD | +58.9% | +12.3% | +46.6% | +65.5% |
| 1Y | +125.3% | +16.2% | +109.1% | +136.8% |
| All | +1,331.0% | +145.1% | +1,185.9% | +1,924.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling