+1,046.2%
LITE vs BITO
-6.8%
+1,053.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +11.5% |
| 7D | +12.6% | +1.5% | +11.1% | +11.9% |
| 30D | +9.9% | +20.0% | -10.1% | +4.4% |
| 3M | +9.3% | +22.8% | -13.5% | +3.4% |
| 6M | +75.2% | +13.1% | +62.1% | +69.1% |
| YTD | +165.5% | -12.5% | +177.9% | +169.6% |
| 1Y | +555.0% | -32.6% | +587.5% | +612.3% |
| 3Y | +1,870.5% | +151.0% | +1,719.4% | +1,423.3% |
| All | +1,046.2% | -6.8% | +1,053.0% | +868.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling