+1,103.8%
LITE vs BAX
-20.4%
+1,124.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -18.3% |
| 7D | -44.6% | +9.1% | -53.7% | -45.2% |
| 30D | -55.0% | +5.3% | -60.3% | -55.4% |
| 3M | -38.3% | -6.1% | -32.2% | -37.8% |
| 6M | -48.8% | +53.3% | -102.0% | -53.6% |
| YTD | +38.3% | +34.4% | +3.9% | +27.6% |
| 1Y | +119.0% | +43.2% | +75.8% | +97.8% |
| All | +1,103.8% | -20.4% | +1,124.2% | +912.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling