+932.3%
LITE vs BITO
-5.0%
+937.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.6% |
| 7D | -1.5% | +2.9% | -4.4% | -2.4% |
| 30D | +6.7% | +22.6% | -15.9% | +0.8% |
| 3M | -6.8% | +24.7% | -31.4% | -12.0% |
| 6M | +29.4% | +7.5% | +22.0% | +26.8% |
| YTD | +139.1% | -10.8% | +149.9% | +141.7% |
| 1Y | +521.0% | -29.9% | +550.9% | +569.1% |
| 3Y | +1,535.3% | +158.9% | +1,376.4% | +1,154.8% |
| All | +932.3% | -5.0% | +937.3% | +768.3% |
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