+1,014.7%
LITE vs BNY
+252.4%
+762.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +13.6% | +0.3% | +13.3% | +13.2% |
| 30D | +21.6% | +1.9% | +19.6% | +19.8% |
| 3M | +20.3% | +13.9% | +6.5% | +8.7% |
| 6M | +54.4% | +42.3% | +12.0% | +17.9% |
| YTD | +168.3% | +41.8% | +126.5% | +104.1% |
| 1Y | +551.8% | +57.9% | +493.9% | +359.4% |
| 3Y | +1,891.5% | +290.7% | +1,600.8% | +700.6% |
| 5Y | +1,014.7% | +252.3% | +762.4% | +358.8% |
| All | +1,014.7% | +252.4% | +762.3% | +358.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling