+562.5%
LITE vs BTI
+153.9%
+408.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.4% |
| 7D | +10.8% | +1.6% | +9.1% | +10.9% |
| 30D | -33.4% | +9.2% | -42.7% | -33.4% |
| 3M | -32.2% | +9.6% | -41.9% | -32.1% |
| 6M | -42.1% | -2.4% | -39.7% | -41.2% |
| YTD | +61.9% | +14.2% | +47.6% | +60.0% |
| 1Y | +163.0% | +20.3% | +142.7% | +158.7% |
| 3Y | +1,358.0% | +147.4% | +1,210.6% | +1,152.3% |
| All | +562.5% | +153.9% | +408.5% | +454.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling