+3,574.4%
LITE vs BKR
+57.1%
+3,517.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +22.6% | +6.3% | +16.3% | +20.2% |
| 30D | -36.8% | -13.0% | -23.7% | -33.2% |
| 3M | -33.0% | -23.6% | -9.4% | -26.1% |
| 6M | -37.1% | -24.5% | -12.6% | -30.5% |
| YTD | +69.5% | +9.0% | +60.5% | +67.4% |
| 1Y | +146.1% | +4.4% | +141.7% | +146.7% |
| 3Y | +1,440.8% | +51.4% | +1,389.4% | +1,305.8% |
| 5Y | +580.4% | +124.4% | +456.0% | +446.6% |
| 10Y | +1,606.7% | +54.6% | +1,552.1% | +1,144.1% |
| All | +3,574.4% | +57.1% | +3,517.3% | +2,033.4% |
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