+911.5%
BE vs LITE
+1,559.6%
-648.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.0% | +3.4% | +5.2% |
| 7D | +20.0% | -1.5% | +21.5% | +20.6% |
| 30D | +7.9% | +6.7% | +1.3% | +2.8% |
| 3M | -13.2% | -6.8% | -6.5% | -11.4% |
| 6M | +53.5% | +29.4% | +24.0% | +29.5% |
| YTD | +191.0% | +139.1% | +51.9% | +70.5% |
| 1Y | +360.5% | +521.0% | -160.5% | +63.2% |
| 3Y | +1,568.0% | +1,535.3% | +32.7% | +225.8% |
| 5Y | +1,055.2% | +889.8% | +165.3% | +188.8% |
| All | +911.5% | +1,559.6% | -648.1% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling