+1,568.0%
LITE vs BIL
+26.1%
+1,541.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +0.1% | +22.5% | +22.7% |
| 30D | -36.8% | +0.3% | -37.1% | -36.5% |
| 3M | -33.0% | +0.9% | -33.9% | -31.8% |
| 6M | -37.1% | +1.8% | -38.9% | -34.6% |
| YTD | +69.5% | +3.1% | +66.3% | +77.5% |
| 1Y | +146.1% | +3.7% | +142.4% | +158.4% |
| 3Y | +1,440.8% | +13.8% | +1,427.0% | +1,587.7% |
| 5Y | +580.4% | +20.2% | +560.2% | +629.1% |
| All | +1,568.0% | +26.1% | +1,541.9% | +1,777.5% |
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