+5,083.9%
LITE vs BN
+268.7%
+4,815.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | -2.5% | +0.9% | 0.0% |
| 30D | +6.7% | -9.5% | +16.2% | +13.0% |
| 3M | -6.8% | -10.4% | +3.6% | -1.1% |
| 6M | +29.4% | -6.4% | +35.8% | +33.2% |
| YTD | +139.1% | -11.9% | +151.0% | +152.2% |
| 1Y | +521.0% | -8.6% | +529.6% | +546.1% |
| 3Y | +1,535.3% | +77.6% | +1,457.7% | +1,081.0% |
| 5Y | +889.8% | +37.0% | +852.8% | +704.4% |
| 10Y | +2,400.7% | +266.4% | +2,134.3% | +1,168.3% |
| All | +5,083.9% | +268.7% | +4,815.1% | +2,223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling