+3,406.8%
LITE vs BLK
+358.4%
+3,048.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.6% | +8.8% |
| 7D | -12.9% | +4.1% | -17.0% | -14.8% |
| 30D | -46.0% | +12.2% | -58.2% | -49.7% |
| 3M | -33.0% | +7.4% | -40.5% | -36.3% |
| 6M | -34.0% | +13.2% | -47.2% | -40.0% |
| YTD | +61.7% | +15.4% | +46.4% | +44.1% |
| 1Y | +148.3% | +14.6% | +133.6% | +122.9% |
| 3Y | +1,408.5% | +99.2% | +1,309.3% | +879.0% |
| 5Y | +546.2% | +41.9% | +504.3% | +399.3% |
| 10Y | +1,533.3% | +326.3% | +1,207.1% | +570.9% |
| All | +3,406.8% | +358.4% | +3,048.5% | +1,135.7% |
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