+1,568.0%
LITE vs BNY
+320.0%
+1,247.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +22.6% | +3.6% | +19.0% | +20.1% |
| 30D | -36.8% | +8.8% | -45.6% | -39.6% |
| 3M | -33.0% | -5.8% | -27.2% | -30.3% |
| 6M | -37.1% | +15.5% | -52.5% | -42.3% |
| YTD | +69.5% | +33.9% | +35.5% | +41.8% |
| 1Y | +146.1% | +38.0% | +108.1% | +103.3% |
| 3Y | +1,440.8% | +258.2% | +1,182.6% | +661.0% |
| 5Y | +580.4% | +191.1% | +389.3% | +265.5% |
| All | +1,568.0% | +320.0% | +1,247.9% | +560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling