+701.6%
BE vs LITE
+1,080.3%
-378.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.9% | +1.5% | -2.1% |
| 7D | -12.1% | -31.4% | +19.3% | +6.4% |
| 30D | -30.1% | -42.6% | +12.5% | -6.7% |
| 3M | -12.1% | -26.2% | +14.1% | +0.7% |
| 6M | -30.6% | -35.8% | +5.2% | -15.1% |
| YTD | +130.6% | +70.0% | +60.6% | +60.2% |
| 1Y | +55.3% | +232.7% | -177.5% | -25.1% |
| 3Y | +1,755.6% | +1,365.7% | +389.8% | +280.5% |
| 5Y | +564.5% | +609.5% | -45.0% | +96.9% |
| All | +701.6% | +1,080.3% | -378.7% | +104.1% |
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