+901.5%
LITE vs BAX
-65.4%
+966.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | +6.7% | -5.5% | +12.1% | +7.6% |
| 3M | -6.8% | +33.5% | -40.3% | -12.7% |
| 6M | +29.4% | +35.9% | -6.4% | +20.3% |
| YTD | +139.1% | +35.4% | +103.7% | +120.2% |
| 1Y | +521.0% | +9.8% | +511.2% | +500.1% |
| 3Y | +1,535.3% | -32.7% | +1,568.0% | +1,616.4% |
| All | +901.5% | -65.4% | +966.9% | +1,142.3% |
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 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