+562.5%
LITE vs BB
-17.6%
+580.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.7% |
| 7D | +10.8% | +1.8% | +8.9% | +10.4% |
| 30D | -33.4% | +8.1% | -41.6% | -34.7% |
| 3M | -32.2% | -1.0% | -31.2% | -31.9% |
| 6M | -42.1% | +45.9% | -88.0% | -48.7% |
| YTD | +61.9% | +134.8% | -73.0% | +21.7% |
| 1Y | +163.0% | +104.6% | +58.4% | +105.0% |
| 3Y | +1,358.0% | +152.8% | +1,205.2% | +909.3% |
| All | +562.5% | -17.6% | +580.1% | +499.0% |
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