+232.7%
LITE vs BTSG
+111.7%
+121.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.1% | -7.8% | -7.8% |
| 7D | -31.4% | +17.4% | -48.8% | -37.1% |
| 30D | -42.6% | +12.6% | -55.2% | -46.0% |
| 3M | -26.2% | +11.2% | -37.4% | -30.4% |
| 6M | -35.8% | +30.4% | -66.2% | -48.1% |
| YTD | +70.0% | +86.4% | -16.3% | +4.6% |
| 1Y | +232.7% | +117.9% | +114.8% | +60.9% |
| All | +232.7% | +111.7% | +121.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling