+3,406.8%
LITE vs BTI
+124.6%
+3,282.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.0% | +11.0% |
| 7D | -12.9% | -2.9% | -10.0% | -12.5% |
| 30D | -46.0% | +8.3% | -54.2% | -47.3% |
| 3M | -33.0% | +2.9% | -35.9% | -34.0% |
| 6M | -34.0% | +6.2% | -40.2% | -36.4% |
| YTD | +61.7% | +10.9% | +50.8% | +54.0% |
| 1Y | +148.3% | +16.6% | +131.7% | +133.3% |
| 3Y | +1,408.5% | +142.2% | +1,266.3% | +986.2% |
| 5Y | +546.2% | +151.3% | +394.9% | +353.6% |
| 10Y | +1,533.3% | +113.9% | +1,419.4% | +1,052.3% |
| All | +3,406.8% | +124.6% | +3,282.2% | +2,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling