+1,493.1%
LITE vs BAX
-35.8%
+1,528.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -33.4% | +4.1% | -37.5% | -34.6% |
| 3M | -32.2% | -4.5% | -27.7% | -31.8% |
| 6M | -42.1% | +49.2% | -91.3% | -51.0% |
| YTD | +61.9% | +35.2% | +26.6% | +39.3% |
| 1Y | +163.0% | +38.3% | +124.7% | +123.5% |
| 3Y | +1,358.0% | -19.0% | +1,377.1% | +1,357.7% |
| 5Y | +549.9% | -64.2% | +614.1% | +859.9% |
| All | +1,493.1% | -35.8% | +1,528.9% | +1,722.7% |
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