+874.5%
LITE vs BTSG
+459.6%
+414.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.8% |
| 7D | -35.9% | +0.4% | -36.3% | -35.7% |
| 30D | -51.5% | +5.3% | -56.8% | -52.6% |
| 3M | -35.7% | +10.8% | -46.5% | -38.8% |
| 6M | -43.0% | +27.3% | -70.3% | -50.2% |
| YTD | +46.1% | +79.3% | -33.2% | +8.7% |
| 1Y | +124.7% | +106.0% | +18.7% | +57.4% |
| All | +874.5% | +459.6% | +414.9% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling