+1,358.0%
LITE vs BNY
+262.4%
+1,095.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.9% |
| 7D | +10.8% | +3.9% | +6.9% | +6.9% |
| 30D | -33.4% | +11.9% | -45.4% | -39.9% |
| 3M | -32.2% | -5.0% | -27.2% | -28.4% |
| 6M | -42.1% | +14.6% | -56.7% | -49.8% |
| YTD | +61.9% | +34.5% | +27.4% | +17.0% |
| 1Y | +163.0% | +40.6% | +122.4% | +82.3% |
| 3Y | +1,358.0% | +261.7% | +1,096.3% | +219.4% |
| All | +1,358.0% | +262.4% | +1,095.7% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling