+1,321.8%
LITE vs BA
+32.5%
+1,289.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.5% | -16.1% | -17.8% |
| 7D | -44.6% | -0.1% | -44.5% | -44.6% |
| 30D | -55.0% | -9.1% | -45.9% | -53.8% |
| 3M | -38.3% | -28.2% | -10.1% | -31.5% |
| 6M | -48.8% | -23.1% | -25.6% | -44.7% |
| YTD | +38.3% | -20.6% | +58.8% | +46.7% |
| 1Y | +119.0% | -12.7% | +131.7% | +124.2% |
| 3Y | +1,092.0% | -11.6% | +1,103.6% | +1,096.0% |
| 5Y | +446.1% | -23.1% | +469.2% | +453.6% |
| All | +1,321.8% | +32.5% | +1,289.3% | +1,260.3% |
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