+124.7%
LITE vs BAC
-5.5%
+130.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.1% |
| 7D | -35.9% | -1.2% | -34.8% | -34.9% |
| 30D | -51.5% | -7.7% | -43.9% | -48.6% |
| 3M | -35.7% | -21.2% | -14.6% | -25.8% |
| 6M | -43.0% | -6.8% | -36.1% | -39.7% |
| YTD | +46.1% | -8.7% | +54.8% | +56.1% |
| 1Y | +124.7% | -5.3% | +130.0% | +117.4% |
| All | +124.7% | -5.5% | +130.2% | +117.4% |
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