+1,901.6%
LITE vs BOXX
+18.4%
+1,883.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +13.6% | +0.1% | +13.5% | +13.8% |
| 30D | +21.6% | +0.3% | +21.3% | +22.5% |
| 3M | +20.3% | +1.0% | +19.4% | +22.3% |
| 6M | +54.4% | +1.9% | +52.4% | +54.4% |
| YTD | +168.3% | +2.6% | +165.7% | +160.4% |
| 1Y | +551.8% | +4.0% | +547.8% | +510.2% |
| 3Y | +1,891.5% | +14.6% | +1,876.9% | +2,340.7% |
| All | +1,901.6% | +18.4% | +1,883.2% | +3,075.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling