+125.3%
LITE vs BAX
+47.2%
+78.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +3.6% | -17.6% | -13.5% |
| 30D | -46.9% | +8.5% | -55.4% | -46.1% |
| 3M | -28.0% | -4.9% | -23.2% | -27.1% |
| 6M | -35.2% | +47.0% | -82.2% | -34.2% |
| YTD | +58.9% | +38.4% | +20.4% | +62.7% |
| 1Y | +125.3% | +49.1% | +76.2% | +135.6% |
| All | +125.3% | +47.2% | +78.1% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling