+2,502.5%
LITE vs BG
+159.1%
+2,343.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.7% | +9.6% |
| 7D | +12.6% | +2.4% | +10.3% | +11.9% |
| 30D | +9.9% | +15.0% | -5.1% | +4.9% |
| 3M | +9.3% | -0.7% | +9.9% | +9.2% |
| 6M | +75.2% | +7.5% | +67.7% | +70.6% |
| YTD | +165.5% | +41.6% | +123.9% | +136.1% |
| 1Y | +555.0% | +50.7% | +504.3% | +466.5% |
| 3Y | +1,870.5% | +20.3% | +1,850.2% | +1,701.8% |
| 5Y | +1,009.8% | +85.2% | +924.6% | +729.5% |
| 10Y | +2,502.5% | +160.6% | +2,341.9% | +1,438.0% |
| All | +2,502.5% | +159.1% | +2,343.4% | +1,438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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