+668.0%
BE vs LITE
+1,023.6%
-355.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -2.5% |
| 7D | +10.8% | +10.8% | 0.0% | +5.4% |
| 30D | -19.8% | -33.4% | +13.7% | -0.5% |
| 3M | -18.7% | -32.2% | +13.5% | -1.3% |
| 6M | -33.7% | -42.1% | +8.4% | -13.7% |
| YTD | +121.0% | +61.9% | +59.1% | +58.8% |
| 1Y | +85.4% | +163.0% | -77.6% | +2.1% |
| 3Y | +1,709.5% | +1,358.0% | +351.5% | +277.1% |
| 5Y | +462.2% | +549.9% | -87.7% | +75.8% |
| All | +668.0% | +1,023.6% | -355.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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