+1,494.5%
LITE vs BTSG
+406.1%
+1,088.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | -1.5% | +2.7% | -4.2% | -2.9% |
| 30D | +6.7% | -3.6% | +10.3% | +8.3% |
| 3M | -6.8% | +5.8% | -12.6% | -10.5% |
| 6M | +29.4% | +44.7% | -15.3% | +6.6% |
| YTD | +139.1% | +62.2% | +76.9% | +86.3% |
| 1Y | +521.0% | +152.1% | +368.9% | +302.8% |
| All | +1,494.5% | +406.1% | +1,088.4% | +685.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling