+129.4%
LITE vs BND
0.0%
+129.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.6% | +10.7% |
| 7D | -12.9% | +0.4% | -13.3% | -13.3% |
| 30D | -46.0% | +2.0% | -48.0% | -47.5% |
| 3M | -33.0% | -0.4% | -32.7% | -31.2% |
| 6M | -34.0% | -0.9% | -33.1% | -31.0% |
| YTD | +61.7% | -0.3% | +62.1% | +66.6% |
| All | +129.4% | 0.0% | +129.4% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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