+163.0%
LITE vs BAC
-3.1%
+166.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.1% |
| 7D | +10.8% | +3.2% | +7.5% | +8.6% |
| 30D | -33.4% | -0.7% | -32.7% | -32.7% |
| 3M | -32.2% | -20.0% | -12.2% | -23.8% |
| 6M | -42.1% | +3.4% | -45.5% | -42.9% |
| YTD | +61.9% | -5.7% | +67.6% | +69.3% |
| 1Y | +163.0% | -1.4% | +164.4% | +157.6% |
| All | +163.0% | -3.1% | +166.1% | +157.6% |
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