+1,533.3%
LITE vs BDX
+84.6%
+1,448.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.3% |
| 7D | -12.9% | +8.4% | -21.3% | -14.8% |
| 30D | -46.0% | +17.1% | -63.1% | -48.4% |
| 3M | -33.0% | +22.4% | -55.5% | -37.1% |
| 6M | -34.0% | +45.9% | -80.0% | -42.4% |
| YTD | +61.7% | +43.8% | +17.9% | +41.2% |
| 1Y | +148.3% | +57.8% | +90.5% | +108.4% |
| 3Y | +1,408.5% | +25.4% | +1,383.1% | +1,252.7% |
| 5Y | +546.2% | +26.0% | +520.2% | +464.2% |
| 10Y | +1,533.3% | +88.0% | +1,445.3% | +1,272.5% |
| All | +1,533.3% | +84.6% | +1,448.7% | +1,272.5% |
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