+124.7%
LITE vs BAH
+2.0%
+122.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +3.5% |
| 7D | -35.9% | -3.5% | -32.4% | -36.9% |
| 30D | -51.5% | +24.3% | -75.8% | -45.8% |
| 3M | -35.7% | +16.3% | -52.1% | -29.8% |
| 6M | -43.0% | +13.6% | -56.6% | -35.9% |
| YTD | +46.1% | +3.5% | +42.6% | +53.3% |
| 1Y | +124.7% | +2.7% | +122.0% | +142.4% |
| All | +124.7% | +2.0% | +122.7% | +142.4% |
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