+1,568.0%
LITE vs BG
+107.5%
+1,460.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +22.6% | +1.5% | +21.1% | +22.1% |
| 30D | -36.8% | -7.0% | -29.7% | -35.4% |
| 3M | -33.0% | -10.0% | -23.0% | -31.3% |
| 6M | -37.1% | -19.8% | -17.3% | -33.2% |
| YTD | +69.5% | +14.3% | +55.2% | +60.2% |
| 1Y | +146.1% | +6.5% | +139.6% | +137.3% |
| 3Y | +1,440.8% | +4.4% | +1,436.5% | +1,361.3% |
| 5Y | +580.4% | +20.2% | +560.3% | +489.9% |
| All | +1,568.0% | +107.5% | +1,460.4% | +962.2% |
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