+3,068.2%
LITE vs BDX
+122.9%
+2,945.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -35.9% | +7.1% | -43.0% | -37.2% |
| 30D | -51.5% | +17.6% | -69.1% | -53.8% |
| 3M | -35.7% | +20.4% | -56.1% | -39.5% |
| 6M | -43.0% | +48.3% | -91.2% | -50.8% |
| YTD | +46.1% | +41.6% | +4.5% | +27.9% |
| 1Y | +124.7% | +55.7% | +69.0% | +89.1% |
| 3Y | +1,172.1% | +10.6% | +1,161.4% | +1,103.8% |
| 5Y | +477.0% | +24.0% | +453.0% | +406.3% |
| 10Y | +1,465.7% | +84.8% | +1,380.8% | +1,117.0% |
| All | +3,068.2% | +122.9% | +2,945.3% | +2,426.2% |
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