+3,586.8%
LITE vs BA
+36.0%
+3,550.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -10.0% | -8.6% |
| 7D | -31.4% | +5.9% | -37.3% | -32.9% |
| 30D | -42.6% | -8.2% | -34.4% | -41.3% |
| 3M | -26.2% | -25.4% | -0.9% | -19.3% |
| 6M | -35.8% | -20.0% | -15.8% | -31.8% |
| YTD | +70.0% | -18.5% | +88.5% | +78.6% |
| 1Y | +232.7% | -10.6% | +243.4% | +237.3% |
| 3Y | +1,365.7% | -9.3% | +1,375.0% | +1,356.3% |
| 5Y | +609.5% | -16.9% | +626.4% | +601.9% |
| 10Y | +1,721.9% | +37.9% | +1,684.1% | +1,326.1% |
| All | +3,586.8% | +36.0% | +3,550.8% | +2,556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling