+562.5%
LITE vs BITO
-18.0%
+580.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -3.5% |
| 7D | +10.8% | -9.2% | +20.0% | +13.9% |
| 30D | -33.4% | -15.9% | -17.5% | -29.8% |
| 3M | -32.2% | +7.3% | -39.6% | -33.4% |
| 6M | -42.1% | -15.2% | -26.9% | -39.4% |
| YTD | +61.9% | -23.8% | +85.6% | +71.7% |
| 1Y | +163.0% | -32.2% | +195.2% | +187.5% |
| 3Y | +1,358.0% | +55.1% | +1,302.9% | +1,174.9% |
| All | +562.5% | -18.0% | +580.5% | +511.4% |
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