+1,568.0%
LITE vs BAH
+197.5%
+1,370.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +22.6% | -3.2% | +25.8% | +23.1% |
| 30D | -36.8% | +19.5% | -56.3% | -38.8% |
| 3M | -33.0% | +11.1% | -44.1% | -34.7% |
| 6M | -37.1% | +16.3% | -53.4% | -39.6% |
| YTD | +69.5% | +4.8% | +64.7% | +62.3% |
| 1Y | +146.1% | +4.9% | +141.2% | +136.0% |
| 3Y | +1,440.8% | -27.0% | +1,467.9% | +1,491.3% |
| 5Y | +580.4% | +5.7% | +574.7% | +490.0% |
| All | +1,568.0% | +197.5% | +1,370.5% | +869.9% |
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 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