+552.8%
LITE vs BAX
-62.6%
+615.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.3% |
| 7D | -12.9% | +9.0% | -21.9% | -14.0% |
| 30D | -46.0% | +8.5% | -54.4% | -46.8% |
| 3M | -33.0% | -4.1% | -28.9% | -32.7% |
| 6M | -34.0% | +46.9% | -81.0% | -39.8% |
| YTD | +61.7% | +38.4% | +23.3% | +47.9% |
| 1Y | +148.3% | +47.0% | +101.3% | +123.0% |
| 3Y | +1,408.5% | -14.9% | +1,423.4% | +1,406.0% |
| All | +552.8% | -62.6% | +615.3% | +711.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling