+2,547.9%
LITE vs BLK
+280.8%
+2,267.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.5% |
| 7D | +13.6% | -2.7% | +16.3% | +15.4% |
| 30D | +21.6% | -4.8% | +26.3% | +24.8% |
| 3M | +20.3% | +6.5% | +13.9% | +13.4% |
| 6M | +54.4% | +13.2% | +41.2% | +39.1% |
| YTD | +168.3% | +1.8% | +166.5% | +157.4% |
| 1Y | +551.8% | -1.0% | +552.8% | +536.8% |
| 3Y | +1,891.5% | +66.0% | +1,825.5% | +1,307.4% |
| 5Y | +1,014.7% | +31.2% | +983.5% | +789.2% |
| All | +2,547.9% | +280.8% | +2,267.1% | +876.3% |
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 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