+1,402.3%
LITE vs BN
+271.1%
+1,131.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.2% |
| 7D | -35.9% | +5.3% | -41.3% | -38.7% |
| 30D | -51.5% | +11.9% | -63.4% | -55.5% |
| 3M | -35.7% | -5.7% | -30.0% | -34.3% |
| 6M | -43.0% | -10.6% | -32.3% | -40.1% |
| YTD | +46.1% | -9.4% | +55.5% | +49.8% |
| 1Y | +124.7% | -8.8% | +133.5% | +131.1% |
| 3Y | +1,172.1% | +95.6% | +1,076.4% | +737.1% |
| 5Y | +477.0% | +30.2% | +446.9% | +368.6% |
| All | +1,402.3% | +271.1% | +1,131.3% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling