+131.9%
LITE vs BAH
+2.9%
+129.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.4% |
| 7D | -13.9% | +0.5% | -14.4% | -13.5% |
| 30D | -46.9% | +18.2% | -65.2% | -42.2% |
| 3M | -28.0% | +13.1% | -41.1% | -22.1% |
| 6M | -35.2% | +15.2% | -50.4% | -26.5% |
| YTD | +58.9% | +6.0% | +52.9% | +68.1% |
| All | +131.9% | +2.9% | +129.0% | +156.9% |
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