-17.7%
LVS vs BTI
+5.0%
-22.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.3% |
| 30D | -3.2% | -6.6% | +3.4% | -2.5% |
| 3M | -12.0% | -3.0% | -9.0% | -11.7% |
| 6M | -19.9% | -6.7% | -13.2% | -19.3% |
| YTD | -30.6% | +0.6% | -31.2% | -32.1% |
| 1Y | -17.7% | +5.6% | -23.3% | -25.3% |
| All | -17.7% | +5.0% | -22.7% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling