+555.0%
LITE vs BG
+50.6%
+504.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.7% | +10.1% |
| 7D | +12.6% | +2.4% | +10.3% | +12.1% |
| 30D | +9.9% | +15.0% | -5.1% | +7.1% |
| 3M | +9.3% | -0.7% | +9.9% | +10.2% |
| 6M | +75.2% | +7.5% | +67.7% | +76.3% |
| YTD | +165.5% | +41.6% | +123.9% | +179.9% |
| 1Y | +555.0% | +50.7% | +504.3% | +584.5% |
| All | +555.0% | +50.6% | +504.3% | +584.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling