+1,533.3%
LITE vs BG
+95.6%
+1,437.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +10.0% |
| 7D | -12.9% | +7.4% | -20.3% | -14.9% |
| 30D | -46.0% | -1.5% | -44.5% | -45.9% |
| 3M | -33.0% | -6.1% | -27.0% | -32.4% |
| 6M | -34.0% | -18.0% | -16.0% | -30.5% |
| YTD | +61.7% | +15.6% | +46.1% | +52.3% |
| 1Y | +148.3% | +9.6% | +138.7% | +137.1% |
| 3Y | +1,408.5% | +6.3% | +1,402.2% | +1,322.4% |
| 5Y | +546.2% | +24.6% | +521.6% | +453.4% |
| 10Y | +1,533.3% | +98.1% | +1,435.2% | +957.4% |
| All | +1,533.3% | +95.6% | +1,437.7% | +957.4% |
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