+1,009.8%
LITE vs BLK
+32.8%
+977.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +12.7% |
| 7D | +12.6% | -2.9% | +15.5% | +14.6% |
| 30D | +9.9% | -3.6% | +13.5% | +12.0% |
| 3M | +9.3% | +10.1% | -0.8% | +0.1% |
| 6M | +75.2% | +15.3% | +59.9% | +54.7% |
| YTD | +165.5% | +3.5% | +162.0% | +150.5% |
| 1Y | +555.0% | +0.7% | +554.2% | +529.1% |
| 3Y | +1,870.5% | +68.7% | +1,801.8% | +1,251.6% |
| 5Y | +1,009.8% | +33.1% | +976.7% | +737.5% |
| All | +1,009.8% | +32.8% | +977.0% | +737.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling