+901.5%
LITE vs BAH
-3.4%
+905.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.0% |
| 7D | -1.5% | -3.2% | +1.7% | -1.4% |
| 30D | +6.7% | +2.0% | +4.7% | +6.4% |
| 3M | -6.8% | -7.6% | +0.9% | -5.7% |
| 6M | +29.4% | -5.7% | +35.1% | +29.9% |
| YTD | +139.1% | -11.7% | +150.8% | +138.6% |
| 1Y | +521.0% | -27.4% | +548.4% | +545.8% |
| 3Y | +1,535.3% | -32.5% | +1,567.8% | +1,571.6% |
| All | +901.5% | -3.4% | +905.0% | +779.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling