+1,172.1%
LITE vs BDX
+10.6%
+1,161.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.5% |
| 7D | -35.9% | +7.1% | -43.0% | -35.0% |
| 30D | -51.5% | +17.6% | -69.1% | -50.1% |
| 3M | -35.7% | +20.4% | -56.1% | -33.7% |
| 6M | -43.0% | +48.3% | -91.2% | -41.3% |
| YTD | +46.1% | +41.6% | +4.5% | +52.3% |
| 1Y | +124.7% | +55.7% | +69.0% | +129.3% |
| 3Y | +1,172.1% | +10.6% | +1,161.4% | +1,322.3% |
| All | +1,172.1% | +10.6% | +1,161.4% | +1,322.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling