+2,331.0%
LITE vs BAC
+388.2%
+1,942.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | +6.7% | -0.4% | +7.1% | +6.7% |
| 3M | -6.8% | +16.9% | -23.7% | -14.8% |
| 6M | +29.4% | +26.6% | +2.8% | +13.0% |
| YTD | +139.1% | +15.8% | +123.3% | +118.3% |
| 1Y | +521.0% | +27.2% | +493.8% | +437.3% |
| 3Y | +1,535.3% | +132.4% | +1,402.9% | +945.8% |
| 5Y | +889.8% | +72.6% | +817.3% | +614.5% |
| All | +2,331.0% | +388.2% | +1,942.8% | +880.3% |
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