+631.7%
LITE vs BITO
-15.8%
+647.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.4% |
| 7D | +22.6% | -6.3% | +28.9% | +24.8% |
| 30D | -36.8% | -14.6% | -22.2% | -33.7% |
| 3M | -33.0% | +11.4% | -44.5% | -34.8% |
| 6M | -37.1% | -13.3% | -23.7% | -34.6% |
| YTD | +69.5% | -20.9% | +90.4% | +77.7% |
| 1Y | +146.1% | -32.1% | +178.2% | +168.6% |
| 3Y | +1,440.8% | +58.2% | +1,382.6% | +1,245.2% |
| 5Y | +580.4% | -13.6% | +594.0% | +493.8% |
| All | +631.7% | -15.8% | +647.5% | +538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling