+1,172.1%
LITE vs BB
+132.4%
+1,039.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.2% | +4.1% |
| 7D | -35.9% | +3.8% | -39.7% | -36.5% |
| 30D | -51.5% | -0.3% | -51.2% | -51.1% |
| 3M | -35.7% | -0.5% | -35.3% | -35.7% |
| 6M | -43.0% | +45.9% | -88.9% | -49.3% |
| YTD | +46.1% | +130.6% | -84.5% | +10.9% |
| 1Y | +124.7% | +89.2% | +35.5% | +80.9% |
| 3Y | +1,172.1% | +137.5% | +1,034.6% | +761.1% |
| All | +1,172.1% | +132.4% | +1,039.6% | +761.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling