+232.7%
LITE vs BLK
+17.9%
+214.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.4% | -13.3% | -9.3% |
| 7D | -31.4% | +5.7% | -37.2% | -32.5% |
| 30D | -42.6% | +14.8% | -57.4% | -45.0% |
| 3M | -26.2% | +8.8% | -35.0% | -28.2% |
| 6M | -35.8% | +17.6% | -53.4% | -39.6% |
| YTD | +70.0% | +16.3% | +53.8% | +46.4% |
| 1Y | +232.7% | +18.0% | +214.8% | +183.3% |
| All | +232.7% | +17.9% | +214.9% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling