+1,402.3%
LITE vs BAX
-36.8%
+1,439.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.1% | +5.5% |
| 7D | -35.9% | +12.1% | -48.1% | -38.3% |
| 30D | -51.5% | +7.6% | -59.1% | -52.9% |
| 3M | -35.7% | -4.5% | -31.3% | -35.5% |
| 6M | -43.0% | +52.0% | -95.0% | -52.2% |
| YTD | +46.1% | +35.1% | +11.0% | +26.0% |
| 1Y | +124.7% | +43.7% | +81.0% | +88.2% |
| 3Y | +1,172.1% | -20.9% | +1,193.0% | +1,186.4% |
| 5Y | +477.0% | -63.5% | +540.6% | +734.7% |
| All | +1,402.3% | -36.8% | +1,439.2% | +1,837.0% |
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