+5,083.9%
LITE vs BLK
+321.3%
+4,762.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | -3.6% | +2.1% | +0.7% |
| 30D | +6.7% | -1.0% | +7.7% | +7.0% |
| 3M | -6.8% | +10.4% | -17.1% | -13.6% |
| 6M | +29.4% | +8.2% | +21.3% | +21.8% |
| YTD | +139.1% | +6.0% | +133.1% | +124.8% |
| 1Y | +521.0% | +3.3% | +517.7% | +493.2% |
| 3Y | +1,535.3% | +70.3% | +1,465.0% | +1,069.2% |
| 5Y | +889.8% | +34.5% | +855.4% | +691.3% |
| 10Y | +2,400.7% | +281.9% | +2,118.8% | +991.3% |
| All | +5,083.9% | +321.3% | +4,762.5% | +1,827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling