+124.7%
LITE vs BAX
+44.0%
+80.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.1% | +5.7% |
| 7D | -35.9% | +12.1% | -48.1% | -34.8% |
| 30D | -51.5% | +7.6% | -59.1% | -50.8% |
| 3M | -35.7% | -4.5% | -31.3% | -35.1% |
| 6M | -43.0% | +52.0% | -95.0% | -42.5% |
| YTD | +46.1% | +35.1% | +11.0% | +50.9% |
| 1Y | +124.7% | +43.7% | +81.0% | +137.8% |
| All | +124.7% | +44.0% | +80.7% | +137.8% |
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