+163.0%
LITE vs BOXX
+4.1%
+158.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.4% |
| 7D | +10.8% | 0.0% | +10.8% | +10.8% |
| 30D | -33.4% | +0.4% | -33.8% | -31.8% |
| 3M | -32.2% | +1.0% | -33.2% | -22.4% |
| 6M | -42.1% | +2.0% | -44.1% | -21.5% |
| YTD | +61.9% | +3.4% | +58.5% | +73.6% |
| 1Y | +163.0% | +4.1% | +158.9% | +95.2% |
| All | +163.0% | +4.1% | +158.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling