-3.3%
LVS vs BTI
+73.8%
-77.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -6.2% | -1.1% | -5.2% | -5.9% |
| 3M | -14.8% | -8.8% | -6.1% | -12.2% |
| 6M | -20.9% | -4.0% | -16.9% | -20.6% |
| YTD | -33.0% | +0.4% | -33.4% | -34.2% |
| 1Y | -20.0% | +1.9% | -21.9% | -21.9% |
| 3Y | -6.9% | +108.5% | -115.4% | -34.0% |
| 5Y | +9.1% | +118.5% | -109.4% | -24.1% |
| All | -3.3% | +73.8% | -77.1% | -32.2% |
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