+1,870.5%
LITE vs BKR
+82.1%
+1,788.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.4% | +10.6% |
| 7D | +12.6% | +0.4% | +12.2% | +12.3% |
| 30D | +9.9% | +3.9% | +6.1% | +6.5% |
| 3M | +9.3% | -1.1% | +10.3% | +9.6% |
| 6M | +75.2% | +7.6% | +67.6% | +65.7% |
| YTD | +165.5% | +41.9% | +123.6% | +105.2% |
| 1Y | +555.0% | +42.2% | +512.7% | +406.3% |
| 3Y | +1,870.5% | +84.3% | +1,786.2% | +1,267.9% |
| All | +1,870.5% | +82.1% | +1,788.4% | +1,267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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