+1,402.3%
LITE vs BB
+23.8%
+1,378.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.2% | +4.5% |
| 7D | -35.9% | +3.8% | -39.7% | -36.4% |
| 30D | -51.5% | -0.3% | -51.2% | -51.2% |
| 3M | -35.7% | -0.5% | -35.3% | -35.7% |
| 6M | -43.0% | +45.9% | -88.9% | -48.3% |
| YTD | +46.1% | +130.6% | -84.5% | +17.6% |
| 1Y | +124.7% | +89.2% | +35.5% | +88.9% |
| 3Y | +1,172.1% | +137.5% | +1,034.6% | +873.8% |
| 5Y | +477.0% | -20.9% | +497.9% | +430.8% |
| All | +1,402.3% | +23.8% | +1,378.5% | +936.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling