+1,568.0%
LITE vs BDX
+93.0%
+1,474.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +22.6% | +1.0% | +21.5% | +22.3% |
| 30D | -36.8% | +15.1% | -51.9% | -39.3% |
| 3M | -33.0% | +18.2% | -51.2% | -36.5% |
| 6M | -37.1% | +48.1% | -85.2% | -45.3% |
| YTD | +69.5% | +44.1% | +25.3% | +47.4% |
| 1Y | +146.1% | +46.4% | +99.7% | +112.5% |
| 3Y | +1,440.8% | +24.4% | +1,416.5% | +1,284.2% |
| 5Y | +580.4% | +26.1% | +554.4% | +492.0% |
| All | +1,568.0% | +93.0% | +1,474.9% | +1,151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling