+5,353.1%
LITE vs BTI
+103.2%
+5,249.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | -0.6% | -1.1% | +0.5% | -0.5% |
| 3M | +4.2% | -8.8% | +13.0% | +5.7% |
| 6M | +38.0% | -4.0% | +41.9% | +37.3% |
| YTD | +151.5% | +0.4% | +151.1% | +147.5% |
| 1Y | +462.2% | +1.9% | +460.3% | +451.3% |
| 3Y | +1,810.6% | +108.5% | +1,702.1% | +1,350.1% |
| 5Y | +980.2% | +118.5% | +861.7% | +695.0% |
| 10Y | +2,444.7% | +75.1% | +2,369.6% | +1,778.0% |
| All | +5,353.1% | +103.2% | +5,249.9% | +3,995.1% |
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