+521.0%
LITE vs BAX
+9.9%
+511.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | +6.7% | -5.5% | +12.1% | +7.0% |
| 3M | -6.8% | +33.5% | -40.3% | -9.2% |
| 6M | +29.4% | +35.9% | -6.4% | +25.2% |
| YTD | +139.1% | +35.4% | +103.7% | +126.7% |
| 1Y | +521.0% | +9.8% | +511.2% | +546.4% |
| All | +521.0% | +9.9% | +511.1% | +546.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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