+1,103.8%
LITE vs BAC
+87.2%
+1,016.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.1% | -15.7% |
| 7D | -44.6% | -2.7% | -41.9% | -43.0% |
| 30D | -55.0% | -8.0% | -47.0% | -51.6% |
| 3M | -38.3% | -20.9% | -17.4% | -25.4% |
| 6M | -48.8% | -5.4% | -43.4% | -46.9% |
| YTD | +38.3% | -8.1% | +46.4% | +45.8% |
| 1Y | +119.0% | -3.1% | +122.1% | +121.4% |
| All | +1,103.8% | +87.2% | +1,016.6% | +503.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling