+2,405.2%
LITE vs BLK
+277.4%
+2,127.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | +10.4% | -5.2% | +15.6% | +14.2% |
| 30D | +14.0% | -7.0% | +21.1% | +19.0% |
| 3M | +9.7% | +5.7% | +4.0% | +3.9% |
| 6M | +39.2% | +11.0% | +28.2% | +27.1% |
| YTD | +153.9% | +0.9% | +153.0% | +145.1% |
| 1Y | +467.5% | -1.6% | +469.1% | +457.1% |
| 3Y | +1,784.2% | +64.5% | +1,719.7% | +1,239.9% |
| 5Y | +990.3% | +30.9% | +959.5% | +771.7% |
| All | +2,405.2% | +277.4% | +2,127.8% | +829.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling