+2,898.2%
LITE vs BN
+282.7%
+2,615.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.6% | -16.8% |
| 7D | -44.6% | +5.7% | -50.3% | -46.9% |
| 30D | -55.0% | +12.0% | -67.0% | -58.5% |
| 3M | -38.3% | -6.1% | -32.2% | -36.8% |
| 6M | -48.8% | -8.6% | -40.2% | -47.1% |
| YTD | +38.3% | -8.5% | +46.8% | +41.0% |
| 1Y | +119.0% | -8.4% | +127.4% | +124.6% |
| 3Y | +1,092.0% | +92.3% | +999.7% | +715.6% |
| 5Y | +446.1% | +31.3% | +414.7% | +347.4% |
| 10Y | +1,381.7% | +280.5% | +1,101.2% | +626.1% |
| All | +2,898.2% | +282.7% | +2,615.6% | +1,198.8% |
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