+5,083.9%
LITE vs BDX
+93.2%
+4,990.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | +6.7% | +8.3% | -1.6% | +4.0% |
| 3M | -6.8% | +24.4% | -31.1% | -14.0% |
| 6M | +29.4% | +9.2% | +20.3% | +24.6% |
| YTD | +139.1% | +22.7% | +116.4% | +119.2% |
| 1Y | +521.0% | +25.9% | +495.1% | +461.5% |
| 3Y | +1,535.3% | -10.5% | +1,545.8% | +1,573.0% |
| 5Y | +889.8% | +1.9% | +887.9% | +833.3% |
| 10Y | +2,400.7% | +58.7% | +2,342.0% | +1,947.5% |
| All | +5,083.9% | +93.2% | +4,990.7% | +4,230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling