+232.7%
LITE vs BAX
+46.0%
+186.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.8% | -7.2% |
| 7D | -31.4% | +4.1% | -35.5% | -30.5% |
| 30D | -42.6% | +9.4% | -52.0% | -41.5% |
| 3M | -26.2% | -6.5% | -19.7% | -25.2% |
| 6M | -35.8% | +59.6% | -95.4% | -35.2% |
| YTD | +70.0% | +38.9% | +31.2% | +77.6% |
| 1Y | +232.7% | +48.0% | +184.7% | +254.9% |
| All | +232.7% | +46.0% | +186.7% | +254.9% |
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