+562.5%
LITE vs BAC
+22.0%
+540.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.2% |
| 7D | +10.8% | +3.2% | +7.5% | +8.5% |
| 30D | -33.4% | -0.7% | -32.7% | -32.8% |
| 3M | -32.2% | -20.0% | -12.2% | -21.4% |
| 6M | -42.1% | +3.4% | -45.5% | -43.5% |
| YTD | +61.9% | -5.7% | +67.6% | +66.7% |
| 1Y | +163.0% | -1.4% | +164.4% | +163.5% |
| 3Y | +1,358.0% | +97.9% | +1,260.1% | +868.3% |
| All | +562.5% | +22.0% | +540.5% | +450.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling