+1,659.2%
BE vs LITE
+1,370.9%
+288.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.4% |
| 7D | -13.4% | -13.9% | +0.5% | -5.7% |
| 30D | -33.9% | -46.9% | +13.0% | -7.8% |
| 3M | -12.0% | -28.0% | +16.1% | +3.3% |
| 6M | -29.0% | -35.2% | +6.2% | -13.4% |
| YTD | +113.4% | +58.9% | +54.5% | +59.4% |
| 1Y | +33.2% | +125.3% | -92.1% | -16.9% |
| 3Y | +1,659.2% | +1,344.4% | +314.8% | +275.3% |
| All | +1,659.2% | +1,370.9% | +288.3% | +275.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling