+1,030.2%
LITE vs BTSG
+495.4%
+534.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.9% |
| 7D | +22.6% | +8.5% | +14.1% | +18.1% |
| 30D | -36.8% | +14.0% | -50.8% | -40.5% |
| 3M | -33.0% | +19.7% | -52.7% | -38.5% |
| 6M | -37.1% | +28.7% | -65.8% | -45.3% |
| YTD | +69.5% | +90.8% | -21.3% | +22.5% |
| 1Y | +146.1% | +112.4% | +33.7% | +69.8% |
| All | +1,030.2% | +495.4% | +534.8% | +416.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling