+1,402.3%
LITE vs BIL
+25.2%
+1,377.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.5% |
| 7D | -35.9% | -0.3% | -35.7% | -35.2% |
| 30D | -51.5% | 0.0% | -51.5% | -50.4% |
| 3M | -35.7% | +0.3% | -36.1% | -33.9% |
| 6M | -43.0% | +1.2% | -44.2% | -40.1% |
| YTD | +46.1% | +2.5% | +43.7% | +54.9% |
| 1Y | +124.7% | +3.0% | +121.7% | +139.1% |
| 3Y | +1,172.1% | +13.2% | +1,158.9% | +1,345.5% |
| 5Y | +477.0% | +19.4% | +457.6% | +552.4% |
| All | +1,402.3% | +25.2% | +1,377.1% | +1,751.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling