+129.4%
LITE vs BAC
-3.3%
+132.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +9.1% |
| 7D | -12.9% | +2.0% | -14.9% | -13.4% |
| 30D | -46.0% | -6.9% | -39.0% | -43.2% |
| 3M | -33.0% | -19.6% | -13.5% | -23.8% |
| 6M | -34.0% | -0.5% | -33.6% | -33.8% |
| YTD | +61.7% | -6.6% | +68.4% | +70.1% |
| All | +129.4% | -3.3% | +132.7% | +121.1% |
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