+5,083.9%
LITE vs BNY
+385.2%
+4,698.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.4% | -3.0% | -2.4% |
| 30D | +6.7% | +3.8% | +2.8% | +4.3% |
| 3M | -6.8% | +14.9% | -21.7% | -14.1% |
| 6M | +29.4% | +40.3% | -10.9% | +6.6% |
| YTD | +139.1% | +43.8% | +95.3% | +93.2% |
| 1Y | +521.0% | +58.9% | +462.1% | +375.7% |
| 3Y | +1,535.3% | +290.4% | +1,244.9% | +696.9% |
| 5Y | +889.8% | +250.1% | +639.8% | +398.1% |
| 10Y | +2,400.7% | +410.7% | +1,990.0% | +906.7% |
| All | +5,083.9% | +385.2% | +4,698.7% | +1,887.9% |
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