+129.4%
LITE vs BAH
+2.1%
+127.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +11.5% |
| 7D | -12.9% | -1.5% | -11.4% | -13.3% |
| 30D | -46.0% | +17.3% | -63.2% | -41.4% |
| 3M | -33.0% | +14.9% | -47.9% | -27.1% |
| 6M | -34.0% | +14.2% | -48.3% | -25.5% |
| YTD | +61.7% | +5.1% | +56.6% | +70.2% |
| All | +129.4% | +2.1% | +127.3% | +152.0% |
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 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