+1,358.0%
LITE vs BG
+6.5%
+1,351.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | +10.8% | +2.6% | +8.2% | +10.4% |
| 30D | -33.4% | -6.7% | -26.8% | -32.7% |
| 3M | -32.2% | -9.3% | -23.0% | -31.4% |
| 6M | -42.1% | -18.3% | -23.8% | -40.0% |
| YTD | +61.9% | +16.2% | +45.7% | +59.5% |
| 1Y | +163.0% | +7.6% | +155.4% | +162.0% |
| 3Y | +1,358.0% | +6.6% | +1,351.5% | +1,310.2% |
| All | +1,358.0% | +6.5% | +1,351.5% | +1,310.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling