+1,618.0%
LITE vs BAC
+246.1%
+1,372.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +9.4% |
| 7D | -12.9% | +2.0% | -14.9% | -13.6% |
| 30D | -46.0% | -6.9% | -39.0% | -43.5% |
| 3M | -33.0% | -19.6% | -13.5% | -24.3% |
| 6M | -34.0% | -0.5% | -33.6% | -34.0% |
| YTD | +61.7% | -6.6% | +68.4% | +67.0% |
| 1Y | +148.3% | -3.0% | +151.2% | +151.9% |
| 3Y | +1,408.5% | +97.3% | +1,311.2% | +962.6% |
| 5Y | +546.2% | +21.9% | +524.3% | +465.2% |
| All | +1,618.0% | +246.1% | +1,372.0% | +848.2% |
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