+593.0%
BE vs LITE
+914.3%
-321.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +0.4% |
| 7D | -14.7% | -35.9% | +21.2% | +7.2% |
| 30D | -40.5% | -51.5% | +11.0% | -12.9% |
| 3M | -24.3% | -35.7% | +11.4% | -6.3% |
| 6M | -39.3% | -43.0% | +3.6% | -20.6% |
| YTD | +99.4% | +46.1% | +53.3% | +50.7% |
| 1Y | +26.6% | +124.7% | -98.1% | -24.0% |
| 3Y | +1,616.9% | +1,172.1% | +444.9% | +280.8% |
| 5Y | +441.4% | +477.0% | -35.6% | +79.3% |
| All | +593.0% | +914.3% | -321.3% | +91.9% |
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