+131.9%
LITE vs BG
+7.2%
+124.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.7% |
| 7D | -13.9% | +5.0% | -18.9% | -14.1% |
| 30D | -46.9% | -3.2% | -43.7% | -46.8% |
| 3M | -28.0% | -11.2% | -16.8% | -27.3% |
| 6M | -35.2% | -19.4% | -15.8% | -32.6% |
| YTD | +58.9% | +13.6% | +45.2% | +115.8% |
| All | +131.9% | +7.2% | +124.8% | +190.4% |
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 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