-42.1%
LITE vs BKR
-23.6%
-18.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -5.5% |
| 7D | +10.8% | +3.8% | +7.0% | +7.7% |
| 30D | -33.4% | -10.3% | -23.2% | -28.6% |
| 3M | -32.2% | -21.7% | -10.5% | -22.4% |
| 6M | -42.1% | -23.8% | -18.3% | -32.7% |
| All | -42.1% | -23.6% | -18.5% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling