+1,568.0%
LITE vs BBY
+285.7%
+1,282.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | +22.6% | +4.0% | +18.5% | +21.1% |
| 30D | -36.8% | +17.6% | -54.3% | -40.7% |
| 3M | -33.0% | +25.9% | -58.9% | -39.6% |
| 6M | -37.1% | +85.1% | -122.2% | -52.4% |
| YTD | +69.5% | +60.6% | +8.9% | +32.8% |
| 1Y | +146.1% | +40.2% | +106.0% | +104.9% |
| 3Y | +1,440.8% | +86.6% | +1,354.2% | +1,007.3% |
| 5Y | +580.4% | -3.7% | +584.1% | +516.8% |
| All | +1,568.0% | +285.7% | +1,282.3% | +840.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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