+125.3%
LITE vs BLK
+14.8%
+110.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -13.9% | +5.2% | -19.1% | -14.8% |
| 30D | -46.9% | +12.9% | -59.8% | -48.5% |
| 3M | -28.0% | +8.6% | -36.6% | -29.6% |
| 6M | -35.2% | +13.9% | -49.1% | -37.2% |
| YTD | +58.9% | +16.1% | +42.8% | +38.3% |
| 1Y | +125.3% | +15.3% | +110.0% | +100.6% |
| All | +125.3% | +14.8% | +110.6% | +100.6% |
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