+129.4%
LITE vs BAX
+47.2%
+82.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.9% |
| 7D | -12.9% | +9.0% | -21.9% | -11.9% |
| 30D | -46.0% | +8.5% | -54.4% | -45.1% |
| 3M | -33.0% | -4.1% | -28.9% | -32.2% |
| 6M | -34.0% | +46.9% | -81.0% | -33.0% |
| YTD | +61.7% | +38.4% | +23.3% | +65.6% |
| All | +129.4% | +47.2% | +82.2% | +139.9% |
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