+1,402.3%
LITE vs BAC
+266.4%
+1,135.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | -35.9% | -1.2% | -34.8% | -35.4% |
| 30D | -51.5% | -7.7% | -43.9% | -49.1% |
| 3M | -35.7% | -21.2% | -14.6% | -26.7% |
| 6M | -43.0% | -6.8% | -36.1% | -40.9% |
| YTD | +46.1% | -8.7% | +54.8% | +52.6% |
| 1Y | +124.7% | -5.3% | +130.0% | +130.9% |
| 3Y | +1,172.1% | +87.4% | +1,084.6% | +823.6% |
| 5Y | +477.0% | +18.9% | +458.1% | +411.6% |
| All | +1,402.3% | +266.4% | +1,135.9% | +845.5% |
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