+562.5%
LITE vs BAH
+6.1%
+556.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | +10.8% | +1.7% | +9.1% | +10.8% |
| 30D | -33.4% | +20.8% | -54.2% | -33.4% |
| 3M | -32.2% | +11.6% | -43.8% | -32.1% |
| 6M | -42.1% | +23.1% | -65.2% | -42.2% |
| YTD | +61.9% | +5.3% | +56.6% | +61.6% |
| 1Y | +163.0% | +6.1% | +156.8% | +162.6% |
| 3Y | +1,358.0% | -27.5% | +1,385.5% | +1,443.6% |
| All | +562.5% | +6.1% | +556.3% | +481.4% |
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 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