+2,331.0%
LITE vs BLDR
+382.3%
+1,948.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.2% |
| 7D | -1.5% | -2.8% | +1.3% | -0.7% |
| 30D | +6.7% | -13.3% | +19.9% | +10.9% |
| 3M | -6.8% | -12.3% | +5.5% | -4.5% |
| 6M | +29.4% | -31.5% | +60.9% | +42.1% |
| YTD | +139.1% | -36.1% | +175.1% | +164.4% |
| 1Y | +521.0% | -54.1% | +575.1% | +662.8% |
| 3Y | +1,535.3% | -55.8% | +1,591.1% | +1,854.4% |
| 5Y | +889.8% | +20.7% | +869.1% | +714.1% |
| All | +2,331.0% | +382.3% | +1,948.7% | +1,025.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling