+1,172.1%
LITE vs BIL
+13.1%
+1,158.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.5% |
| 7D | -35.9% | -0.3% | -35.7% | -35.4% |
| 30D | -51.5% | 0.0% | -51.5% | -47.9% |
| 3M | -35.7% | +0.3% | -36.1% | -24.0% |
| 6M | -43.0% | +1.2% | -44.2% | -12.7% |
| YTD | +46.1% | +2.5% | +43.7% | +189.6% |
| 1Y | +124.7% | +3.0% | +121.7% | +393.9% |
| 3Y | +1,172.1% | +13.2% | +1,158.9% | +10,047.5% |
| All | +1,172.1% | +13.1% | +1,158.9% | +10,047.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling