+232.7%
LITE vs BITO
-25.7%
+258.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.9% | -10.7% | -8.9% |
| 7D | -31.4% | -1.9% | -29.5% | -30.9% |
| 30D | -42.6% | -6.7% | -35.9% | -41.1% |
| 3M | -26.2% | +23.1% | -49.3% | -31.2% |
| 6M | -35.8% | -2.0% | -33.8% | -36.0% |
| YTD | +70.0% | -11.4% | +81.4% | +63.8% |
| 1Y | +232.7% | -23.4% | +256.1% | +268.0% |
| All | +232.7% | -25.7% | +258.4% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling