+546.2%
LITE vs BN
+35.4%
+510.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.8% | +8.0% |
| 7D | -12.9% | +3.6% | -16.5% | -15.0% |
| 30D | -46.0% | +15.9% | -61.8% | -52.0% |
| 3M | -33.0% | -2.3% | -30.7% | -32.8% |
| 6M | -34.0% | -8.4% | -25.6% | -31.3% |
| YTD | +61.7% | -5.9% | +67.6% | +61.8% |
| 1Y | +148.3% | -5.6% | +153.9% | +149.8% |
| 3Y | +1,408.5% | +104.2% | +1,304.3% | +823.1% |
| 5Y | +546.2% | +35.5% | +510.7% | +388.7% |
| All | +546.2% | +35.4% | +510.8% | +388.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling