+3,712.1%
LITE vs BG
+58.6%
+3,653.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.4% |
| 7D | +3.4% | +3.4% | 0.0% | +2.4% |
| 30D | -34.9% | -3.8% | -31.1% | -34.3% |
| 3M | -21.0% | -9.6% | -11.4% | -19.2% |
| 6M | -38.5% | -19.5% | -18.9% | -35.0% |
| YTD | +75.8% | +14.6% | +61.2% | +66.6% |
| 1Y | +156.7% | +6.6% | +150.1% | +148.0% |
| 3Y | +1,498.6% | +4.7% | +1,493.9% | +1,420.2% |
| 5Y | +610.9% | +22.1% | +588.8% | +521.9% |
| 10Y | +1,670.7% | +109.2% | +1,561.5% | +1,053.9% |
| All | +3,712.1% | +58.6% | +3,653.5% | +2,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling