+2,614.7%
LITE vs BDX
+56.2%
+2,558.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +13.6% | -3.6% | +17.2% | +14.7% |
| 30D | +21.6% | +0.7% | +20.9% | +21.1% |
| 3M | +20.3% | +19.0% | +1.4% | +12.4% |
| 6M | +54.4% | +10.8% | +43.6% | +47.1% |
| YTD | +168.3% | +20.1% | +148.2% | +146.9% |
| 1Y | +551.8% | +23.1% | +528.7% | +491.5% |
| 3Y | +1,891.5% | -8.8% | +1,900.3% | +1,915.9% |
| 5Y | +1,014.7% | -1.4% | +1,016.1% | +961.6% |
| 10Y | +2,614.7% | +60.5% | +2,554.2% | +2,158.6% |
| All | +2,614.7% | +56.2% | +2,558.6% | +2,158.6% |
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