+232.7%
LITE vs BDX
+54.0%
+178.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.6% | -13.4% | -2.4% |
| 7D | -31.4% | +7.2% | -38.6% | -26.3% |
| 30D | -42.6% | +15.8% | -58.4% | -33.3% |
| 3M | -26.2% | +23.7% | -49.9% | -8.9% |
| 6M | -35.8% | +44.8% | -80.6% | -9.5% |
| YTD | +70.0% | +39.8% | +30.3% | +158.8% |
| 1Y | +232.7% | +52.3% | +180.4% | +472.2% |
| All | +232.7% | +54.0% | +178.7% | +472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling