+901.5%
LITE vs BBY
-0.2%
+901.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.0% |
| 7D | -1.5% | +9.5% | -11.0% | -4.5% |
| 30D | +6.7% | +6.8% | -0.2% | +3.7% |
| 3M | -6.8% | +28.9% | -35.6% | -15.6% |
| 6M | +29.4% | +37.8% | -8.4% | +12.0% |
| YTD | +139.1% | +38.7% | +100.3% | +103.7% |
| 1Y | +521.0% | +23.7% | +497.3% | +458.3% |
| 3Y | +1,535.3% | +39.1% | +1,496.2% | +1,249.5% |
| All | +901.5% | -0.2% | +901.8% | +734.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling