+163.0%
LITE vs BN
-11.7%
+174.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | +10.8% | -1.0% | +11.8% | +11.1% |
| 30D | -33.4% | +14.0% | -47.4% | -35.8% |
| 3M | -32.2% | -9.0% | -23.2% | -29.7% |
| 6M | -42.1% | -8.8% | -33.3% | -39.9% |
| YTD | +61.9% | -10.3% | +72.1% | +52.0% |
| 1Y | +163.0% | -5.8% | +168.8% | +123.3% |
| All | +163.0% | -11.7% | +174.7% | +123.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling