+462.2%
LITE vs BMNR
-46.4%
+508.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.4% | -1.9% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -0.6% | +39.9% | -40.5% | -10.7% |
| 3M | +4.2% | +51.5% | -47.3% | -8.8% |
| 6M | +38.0% | +18.9% | +19.0% | +28.4% |
| YTD | +151.5% | -7.8% | +159.3% | +138.8% |
| 1Y | +462.2% | -47.6% | +509.9% | +514.2% |
| All | +462.2% | -46.4% | +508.7% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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