+3,712.1%
LITE vs BTI
+128.2%
+3,583.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | +3.4% | -3.0% | +6.4% | +4.0% |
| 30D | -34.9% | +9.8% | -44.7% | -36.7% |
| 3M | -21.0% | +9.2% | -30.2% | -23.5% |
| 6M | -38.5% | +4.0% | -42.5% | -40.3% |
| YTD | +75.8% | +12.7% | +63.1% | +66.8% |
| 1Y | +156.7% | +15.9% | +140.7% | +141.8% |
| 3Y | +1,498.6% | +148.9% | +1,349.6% | +1,042.1% |
| 5Y | +610.9% | +152.8% | +458.1% | +399.2% |
| 10Y | +1,670.7% | +124.2% | +1,546.4% | +1,139.0% |
| All | +3,712.1% | +128.2% | +3,583.9% | +2,659.8% |
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