+1,670.7%
LITE vs BAX
-35.7%
+1,706.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.8% |
| 7D | +3.4% | -0.6% | +4.0% | +3.9% |
| 30D | -34.9% | +6.3% | -41.2% | -36.5% |
| 3M | -21.0% | -4.6% | -16.5% | -20.6% |
| 6M | -38.5% | +50.4% | -88.9% | -48.0% |
| YTD | +75.8% | +38.0% | +37.8% | +50.4% |
| 1Y | +156.7% | +44.6% | +112.1% | +114.8% |
| 3Y | +1,498.6% | -15.1% | +1,513.7% | +1,468.2% |
| 5Y | +610.9% | -63.3% | +674.2% | +937.9% |
| 10Y | +1,670.7% | -34.4% | +1,705.0% | +2,012.2% |
| All | +1,670.7% | -35.7% | +1,706.4% | +2,012.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling