+446.1%
LITE vs BAH
+12.6%
+433.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.8% | -18.7% |
| 7D | -44.6% | +6.0% | -50.6% | -44.5% |
| 30D | -55.0% | +31.1% | -86.1% | -55.0% |
| 3M | -38.3% | +25.2% | -63.5% | -38.4% |
| 6M | -48.8% | +18.9% | -67.7% | -48.5% |
| YTD | +38.3% | +8.3% | +30.0% | +38.1% |
| 1Y | +119.0% | +6.2% | +112.8% | +120.1% |
| 3Y | +1,092.0% | -22.8% | +1,114.8% | +1,148.0% |
| 5Y | +446.1% | +13.6% | +432.5% | +381.5% |
| All | +446.1% | +12.6% | +433.5% | +381.5% |
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