+665.2%
LITE vs BIYA
-99.9%
+765.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.6% | -11.1% | -18.9% |
| 7D | -44.6% | -10.6% | -34.0% | -44.8% |
| 30D | -55.0% | -19.4% | -35.6% | -55.0% |
| 3M | -38.3% | -61.5% | +23.2% | -39.5% |
| 6M | -48.8% | -91.5% | +42.8% | -49.1% |
| YTD | +38.3% | -97.2% | +135.4% | +40.9% |
| 1Y | +119.0% | -98.4% | +217.4% | +126.1% |
| All | +665.2% | -99.9% | +765.1% | +745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling