+979.5%
LITE vs BTSG
+493.4%
+486.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | +10.8% | +6.0% | +4.7% | +7.8% |
| 30D | -33.4% | +12.4% | -45.8% | -36.9% |
| 3M | -32.2% | +18.2% | -50.5% | -37.4% |
| 6M | -42.1% | +26.0% | -68.1% | -49.1% |
| YTD | +61.9% | +90.1% | -28.3% | +17.2% |
| 1Y | +163.0% | +124.3% | +38.7% | +76.8% |
| All | +979.5% | +493.4% | +486.0% | +394.5% |
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 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