+446.1%
LITE vs B
+143.5%
+302.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.5% | -19.2% | -18.8% |
| 7D | -44.6% | +4.3% | -48.9% | -45.5% |
| 30D | -55.0% | -0.9% | -54.1% | -55.0% |
| 3M | -38.3% | -1.4% | -37.0% | -38.2% |
| 6M | -48.8% | +5.0% | -53.8% | -49.4% |
| YTD | +38.3% | -5.8% | +44.1% | +39.2% |
| 1Y | +119.0% | +25.6% | +93.4% | +109.7% |
| 3Y | +1,092.0% | +161.6% | +930.4% | +921.6% |
| 5Y | +446.1% | +135.2% | +310.9% | +387.9% |
| All | +446.1% | +143.5% | +302.5% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling