+446.1%
LITE vs BB
-23.9%
+470.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -17.2% |
| 7D | -44.6% | -8.9% | -35.6% | -42.6% |
| 30D | -55.0% | -12.6% | -42.4% | -52.8% |
| 3M | -38.3% | -4.1% | -34.2% | -37.5% |
| 6M | -48.8% | +49.5% | -98.2% | -55.1% |
| YTD | +38.3% | +120.8% | -82.6% | +5.9% |
| 1Y | +119.0% | +76.2% | +42.8% | +79.1% |
| 3Y | +1,092.0% | +123.8% | +968.2% | +756.6% |
| 5Y | +446.1% | -24.3% | +470.3% | +388.9% |
| All | +446.1% | -23.9% | +470.0% | +388.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling