+2,331.0%
LITE vs BA
+75.3%
+2,255.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | +6.7% | -11.6% | +18.3% | +11.1% |
| 3M | -6.8% | -2.4% | -4.4% | -6.3% |
| 6M | +29.4% | -6.6% | +36.1% | +30.9% |
| YTD | +139.1% | -2.2% | +141.3% | +138.1% |
| 1Y | +521.0% | -8.0% | +529.0% | +528.7% |
| 3Y | +1,535.3% | -5.0% | +1,540.3% | +1,504.4% |
| 5Y | +889.8% | -2.7% | +892.6% | +833.3% |
| All | +2,331.0% | +75.3% | +2,255.8% | +1,348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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