+163.0%
LITE vs BLK
+14.6%
+148.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | +10.8% | +3.7% | +7.0% | +9.5% |
| 30D | -33.4% | +13.9% | -47.3% | -35.3% |
| 3M | -32.2% | +3.9% | -36.2% | -32.4% |
| 6M | -42.1% | +13.0% | -55.1% | -43.3% |
| YTD | +61.9% | +16.1% | +45.7% | +42.8% |
| 1Y | +163.0% | +16.8% | +146.2% | +131.6% |
| All | +163.0% | +14.6% | +148.4% | +131.6% |
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