+232.7%
LITE vs BAH
+6.2%
+226.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.3% | -7.2% |
| 7D | -31.4% | +5.8% | -37.2% | -29.4% |
| 30D | -42.6% | +28.7% | -71.3% | -35.1% |
| 3M | -26.2% | +20.9% | -47.1% | -18.4% |
| 6M | -35.8% | +15.2% | -51.0% | -27.3% |
| YTD | +70.0% | +7.1% | +63.0% | +79.5% |
| 1Y | +232.7% | +6.4% | +226.4% | +259.9% |
| All | +232.7% | +6.2% | +226.6% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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