+1,568.0%
LITE vs BLK
+316.2%
+1,251.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | +22.6% | +3.9% | +18.6% | +19.7% |
| 30D | -36.8% | +14.1% | -50.9% | -42.1% |
| 3M | -33.0% | +5.3% | -38.3% | -35.7% |
| 6M | -37.1% | +12.6% | -49.6% | -42.8% |
| YTD | +69.5% | +15.5% | +53.9% | +49.5% |
| 1Y | +146.1% | +13.6% | +132.5% | +120.5% |
| 3Y | +1,440.8% | +95.6% | +1,345.2% | +874.9% |
| 5Y | +580.4% | +41.4% | +539.1% | +417.0% |
| All | +1,568.0% | +316.2% | +1,251.7% | +396.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling