+227.5%
LOW vs BTI
+73.8%
+153.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -8.9% | -1.1% | -7.8% | -8.6% |
| 3M | -10.4% | -8.8% | -1.6% | -7.7% |
| 6M | -19.4% | -4.0% | -15.4% | -18.6% |
| YTD | -17.1% | +0.4% | -17.5% | -17.7% |
| 1Y | -26.3% | +1.9% | -28.2% | -27.3% |
| 3Y | -9.9% | +108.5% | -118.4% | -32.1% |
| 5Y | +6.1% | +118.5% | -112.4% | -22.7% |
| All | +227.5% | +73.8% | +153.7% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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