+490.8%
LITE vs BA
-23.0%
+513.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.1% | +5.5% |
| 7D | -35.9% | +1.1% | -37.0% | -36.2% |
| 30D | -51.5% | -7.9% | -43.6% | -50.1% |
| 3M | -35.7% | -25.3% | -10.4% | -28.2% |
| 6M | -43.0% | -24.6% | -18.4% | -37.0% |
| YTD | +46.1% | -20.1% | +66.3% | +56.2% |
| 1Y | +124.7% | -11.8% | +136.5% | +128.9% |
| 3Y | +1,172.1% | -10.1% | +1,182.2% | +1,135.9% |
| All | +490.8% | -23.0% | +513.8% | +471.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling