+1,670.7%
LITE vs BAC
+239.8%
+1,430.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +3.4% | -1.9% | +5.3% | +5.0% |
| 30D | -34.9% | -7.2% | -27.7% | -31.8% |
| 3M | -21.0% | -20.4% | -0.6% | -10.1% |
| 6M | -38.5% | +1.3% | -39.7% | -39.0% |
| YTD | +75.8% | -6.4% | +82.2% | +81.3% |
| 1Y | +156.7% | -3.5% | +160.2% | +161.2% |
| 3Y | +1,498.6% | +96.7% | +1,401.9% | +1,028.1% |
| 5Y | +610.9% | +20.6% | +590.3% | +525.0% |
| 10Y | +1,670.7% | +233.0% | +1,437.6% | +863.2% |
| All | +1,670.7% | +239.8% | +1,430.8% | +863.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling