+1,587.5%
LITE vs BAX
-34.5%
+1,622.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +3.6% | -17.6% | -14.7% |
| 30D | -46.9% | +8.5% | -55.4% | -48.6% |
| 3M | -28.0% | -4.9% | -23.2% | -27.6% |
| 6M | -35.2% | +47.0% | -82.2% | -44.8% |
| YTD | +58.9% | +38.4% | +20.4% | +35.9% |
| 1Y | +125.3% | +49.1% | +76.2% | +86.4% |
| 3Y | +1,344.4% | -14.9% | +1,359.3% | +1,316.1% |
| 5Y | +541.2% | -63.1% | +604.3% | +832.1% |
| 10Y | +1,587.5% | -35.6% | +1,623.1% | +1,996.7% |
| All | +1,587.5% | -34.5% | +1,622.0% | +1,996.7% |
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