-42.1%
LITE vs BNY
+16.8%
-58.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.8% |
| 7D | +10.8% | +3.9% | +6.9% | +7.7% |
| 30D | -33.4% | +11.9% | -45.4% | -36.5% |
| 3M | -32.2% | -5.0% | -27.2% | -30.1% |
| 6M | -42.1% | +14.6% | -56.7% | -42.2% |
| All | -42.1% | +16.8% | -58.9% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling