+562.5%
LITE vs BND
-1.7%
+564.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +10.8% | -1.4% | +12.2% | +11.6% |
| 30D | -33.4% | +0.6% | -34.0% | -33.8% |
| 3M | -32.2% | -1.6% | -30.6% | -31.7% |
| 6M | -42.1% | -1.5% | -40.5% | -41.6% |
| YTD | +61.9% | -1.5% | +63.3% | +63.3% |
| 1Y | +163.0% | -1.1% | +164.1% | +164.8% |
| 3Y | +1,358.0% | +13.6% | +1,344.4% | +1,228.4% |
| All | +562.5% | -1.7% | +564.2% | +487.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling