+1,358.0%
LITE vs BDX
+25.0%
+1,333.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.2% |
| 7D | +10.8% | +2.9% | +7.9% | +11.5% |
| 30D | -33.4% | +15.4% | -48.9% | -31.0% |
| 3M | -32.2% | +20.5% | -52.8% | -29.1% |
| 6M | -42.1% | +53.2% | -95.3% | -38.3% |
| YTD | +61.9% | +45.7% | +16.2% | +73.7% |
| 1Y | +163.0% | +47.3% | +115.7% | +181.7% |
| 3Y | +1,358.0% | +25.1% | +1,333.0% | +1,452.8% |
| All | +1,358.0% | +25.0% | +1,333.0% | +1,452.8% |
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