+3,586.8%
LITE vs BAC
+257.3%
+3,329.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.8% | -9.9% |
| 7D | -31.4% | +1.5% | -33.0% | -32.0% |
| 30D | -42.6% | -4.4% | -38.2% | -41.2% |
| 3M | -26.2% | -17.5% | -8.7% | -18.7% |
| 6M | -35.8% | -0.1% | -35.7% | -36.2% |
| YTD | +70.0% | -4.6% | +74.7% | +72.6% |
| 1Y | +232.7% | -1.5% | +234.3% | +232.8% |
| 3Y | +1,365.7% | +95.2% | +1,270.5% | +960.8% |
| 5Y | +609.5% | +23.3% | +586.2% | +520.2% |
| 10Y | +1,721.9% | +290.0% | +1,432.0% | +881.6% |
| All | +3,586.8% | +257.3% | +3,329.5% | +1,720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling