+521.0%
LITE vs BAC
+27.5%
+493.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +6.7% | -0.9% | +7.6% | +7.1% |
| 3M | -6.8% | +16.3% | -23.1% | -11.0% |
| 6M | +29.4% | +26.0% | +3.5% | +18.6% |
| YTD | +139.1% | +15.2% | +123.9% | +127.7% |
| 1Y | +521.0% | +26.5% | +494.5% | +479.6% |
| All | +521.0% | +27.5% | +493.5% | +479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling