+2,898.2%
LITE vs BAH
+320.6%
+2,577.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.8% | -18.9% |
| 7D | -44.6% | +6.0% | -50.6% | -45.2% |
| 30D | -55.0% | +31.1% | -86.1% | -57.2% |
| 3M | -38.3% | +25.2% | -63.5% | -41.3% |
| 6M | -48.8% | +18.9% | -67.7% | -51.1% |
| YTD | +38.3% | +8.3% | +30.0% | +31.6% |
| 1Y | +119.0% | +6.2% | +112.8% | +109.9% |
| 3Y | +1,092.0% | -22.8% | +1,114.8% | +1,112.1% |
| 5Y | +446.1% | +13.6% | +432.5% | +368.4% |
| 10Y | +1,381.7% | +240.2% | +1,141.5% | +789.8% |
| All | +2,898.2% | +320.6% | +2,577.6% | +1,686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling