+5,404.1%
LITE vs BKR
+90.1%
+5,314.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.7% | +1.3% | -3.2% |
| 7D | +10.4% | -6.7% | +17.1% | +13.0% |
| 30D | +14.0% | -8.3% | +22.4% | +17.3% |
| 3M | +9.7% | -5.4% | +15.1% | +11.4% |
| 6M | +39.2% | +0.8% | +38.4% | +39.2% |
| YTD | +153.9% | +31.8% | +122.0% | +133.2% |
| 1Y | +467.5% | +28.6% | +438.9% | +426.5% |
| 3Y | +1,784.2% | +71.2% | +1,713.0% | +1,524.5% |
| 5Y | +990.3% | +179.2% | +811.1% | +706.5% |
| 10Y | +2,468.5% | +124.0% | +2,344.5% | +1,629.7% |
| All | +5,404.1% | +90.1% | +5,314.0% | +2,872.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling