+3,409.5%
LITE vs BNY
+353.9%
+3,055.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.7% |
| 7D | +10.8% | +3.9% | +6.9% | +8.5% |
| 30D | -33.4% | +11.9% | -45.4% | -37.4% |
| 3M | -32.2% | -5.0% | -27.2% | -30.0% |
| 6M | -42.1% | +14.6% | -56.7% | -46.4% |
| YTD | +61.9% | +34.5% | +27.4% | +36.4% |
| 1Y | +163.0% | +40.6% | +122.4% | +117.1% |
| 3Y | +1,358.0% | +261.7% | +1,096.3% | +644.7% |
| 5Y | +549.9% | +192.3% | +357.6% | +260.6% |
| 10Y | +1,530.1% | +324.0% | +1,206.1% | +612.2% |
| All | +3,409.5% | +353.9% | +3,055.6% | +1,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling