+1,563.7%
LITE vs BG
+12.6%
+1,551.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.1% |
| 30D | +6.7% | +12.0% | -5.4% | +4.2% |
| 3M | -6.8% | -7.7% | +0.9% | -5.2% |
| 6M | +29.4% | +4.5% | +25.0% | +28.8% |
| YTD | +139.1% | +35.7% | +103.4% | +130.4% |
| 1Y | +521.0% | +50.1% | +470.9% | +485.7% |
| All | +1,563.7% | +12.6% | +1,551.1% | +1,433.4% |
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 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