+1,683.6%
LITE vs BOXX
+18.4%
+1,665.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | +6.7% | +0.4% | +6.3% | +7.6% |
| 3M | -6.8% | +1.0% | -7.8% | -5.3% |
| 6M | +29.4% | +2.0% | +27.5% | +29.2% |
| YTD | +139.1% | +2.6% | +136.5% | +132.1% |
| 1Y | +521.0% | +4.1% | +516.9% | +481.0% |
| 3Y | +1,535.3% | +14.7% | +1,520.6% | +1,935.2% |
| All | +1,683.6% | +18.4% | +1,665.1% | +2,729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling