+1,014.7%
LITE vs BKR
+214.0%
+800.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +13.6% | -1.5% | +15.1% | +14.5% |
| 30D | +21.6% | -0.7% | +22.2% | +21.9% |
| 3M | +20.3% | +0.5% | +19.8% | +19.6% |
| 6M | +54.4% | +6.6% | +47.7% | +50.0% |
| YTD | +168.3% | +41.3% | +127.1% | +130.7% |
| 1Y | +551.8% | +42.2% | +509.6% | +460.7% |
| 3Y | +1,891.5% | +83.4% | +1,808.1% | +1,489.5% |
| 5Y | +1,014.7% | +203.6% | +811.1% | +684.5% |
| All | +1,014.7% | +214.0% | +800.7% | +684.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling