+1,568.0%
LITE vs BB
+24.8%
+1,543.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.8% |
| 7D | +22.6% | +9.0% | +13.6% | +20.1% |
| 30D | -36.8% | +7.7% | -44.4% | -37.6% |
| 3M | -33.0% | +4.0% | -37.0% | -33.6% |
| 6M | -37.1% | +46.6% | -83.7% | -42.8% |
| YTD | +69.5% | +140.6% | -71.2% | +35.1% |
| 1Y | +146.1% | +103.1% | +43.0% | +103.5% |
| 3Y | +1,440.8% | +150.5% | +1,290.3% | +1,065.7% |
| 5Y | +580.4% | -15.4% | +595.8% | +517.5% |
| All | +1,568.0% | +24.8% | +1,543.2% | +1,040.5% |
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