+446.1%
LITE vs BAC
+18.2%
+427.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.1% | -16.3% |
| 7D | -44.6% | -2.7% | -41.9% | -43.3% |
| 30D | -55.0% | -8.0% | -47.0% | -52.2% |
| 3M | -38.3% | -20.9% | -17.4% | -27.9% |
| 6M | -48.8% | -5.4% | -43.4% | -47.1% |
| YTD | +38.3% | -8.1% | +46.4% | +44.8% |
| 1Y | +119.0% | -3.1% | +122.1% | +122.3% |
| 3Y | +1,092.0% | +88.1% | +1,003.9% | +717.2% |
| 5Y | +446.1% | +19.7% | +426.3% | +350.7% |
| All | +446.1% | +18.2% | +427.9% | +350.7% |
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