+795.0%
LITE vs BIYA
-99.9%
+894.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.7% |
| 7D | -12.9% | -7.8% | -5.1% | -13.1% |
| 30D | -46.0% | -38.5% | -7.4% | -46.7% |
| 3M | -33.0% | -59.5% | +26.5% | -34.3% |
| 6M | -34.0% | -89.2% | +55.1% | -34.3% |
| YTD | +61.7% | -97.1% | +158.8% | +64.9% |
| 1Y | +148.3% | -99.0% | +247.3% | +164.2% |
| All | +795.0% | -99.9% | +894.9% | +889.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling