+1,568.0%
LITE vs BAX
-36.0%
+1,604.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.9% |
| 7D | +22.6% | +0.4% | +22.2% | +22.5% |
| 30D | -36.8% | +3.4% | -40.2% | -37.8% |
| 3M | -33.0% | -4.5% | -28.6% | -32.7% |
| 6M | -37.1% | +44.0% | -81.1% | -46.1% |
| YTD | +69.5% | +34.9% | +34.6% | +45.9% |
| 1Y | +146.1% | +37.9% | +108.2% | +109.4% |
| 3Y | +1,440.8% | -17.1% | +1,457.9% | +1,422.2% |
| 5Y | +580.4% | -64.3% | +644.7% | +905.9% |
| All | +1,568.0% | -36.0% | +1,604.0% | +1,810.0% |
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