+1,493.1%
LITE vs BB
+21.8%
+1,471.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.9% |
| 7D | +10.8% | +1.8% | +8.9% | +10.5% |
| 30D | -33.4% | +8.1% | -41.6% | -34.4% |
| 3M | -32.2% | -1.0% | -31.2% | -31.9% |
| 6M | -42.1% | +45.9% | -88.0% | -47.3% |
| YTD | +61.9% | +134.8% | -73.0% | +29.9% |
| 1Y | +163.0% | +104.6% | +58.4% | +117.0% |
| 3Y | +1,358.0% | +152.8% | +1,205.2% | +1,002.4% |
| 5Y | +549.9% | -17.4% | +567.4% | +493.7% |
| All | +1,493.1% | +21.8% | +1,471.4% | +996.5% |
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