+1,533.3%
LITE vs BAH
+218.8%
+1,314.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.4% |
| 7D | -12.9% | -1.5% | -11.4% | -12.8% |
| 30D | -46.0% | +17.3% | -63.2% | -47.5% |
| 3M | -33.0% | +14.9% | -47.9% | -35.2% |
| 6M | -34.0% | +14.2% | -48.3% | -36.6% |
| YTD | +61.7% | +5.1% | +56.6% | +54.7% |
| 1Y | +148.3% | +2.1% | +146.2% | +140.1% |
| 3Y | +1,408.5% | -26.0% | +1,434.5% | +1,450.1% |
| 5Y | +546.2% | +9.0% | +537.2% | +452.5% |
| 10Y | +1,533.3% | +208.8% | +1,324.5% | +787.0% |
| All | +1,533.3% | +218.8% | +1,314.5% | +787.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling