+546.2%
LITE vs BB
-18.0%
+564.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.5% | +5.2% | +8.8% |
| 7D | -12.9% | +15.0% | -27.9% | -16.7% |
| 30D | -46.0% | +3.5% | -49.4% | -46.2% |
| 3M | -33.0% | +2.7% | -35.7% | -33.7% |
| 6M | -34.0% | +44.7% | -78.8% | -41.6% |
| YTD | +61.7% | +143.3% | -81.5% | +20.1% |
| 1Y | +148.3% | +102.2% | +46.1% | +94.3% |
| 3Y | +1,408.5% | +156.1% | +1,252.4% | +937.9% |
| 5Y | +546.2% | -17.6% | +563.8% | +481.5% |
| All | +546.2% | -18.0% | +564.1% | +481.5% |
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 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