+1,402.3%
LITE vs BAH
+220.7%
+1,181.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +6.4% |
| 7D | -35.9% | -3.5% | -32.4% | -35.6% |
| 30D | -51.5% | +24.3% | -75.8% | -53.4% |
| 3M | -35.7% | +16.3% | -52.1% | -38.0% |
| 6M | -43.0% | +13.6% | -56.6% | -45.2% |
| YTD | +46.1% | +3.5% | +42.6% | +40.1% |
| 1Y | +124.7% | +2.7% | +122.0% | +116.3% |
| 3Y | +1,172.1% | -26.6% | +1,198.6% | +1,206.2% |
| 5Y | +477.0% | +8.5% | +468.5% | +392.4% |
| All | +1,402.3% | +220.7% | +1,181.6% | +726.1% |
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