+521.0%
LITE vs BP
+34.1%
+486.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -1.5% | +3.9% | -5.5% | -2.4% |
| 30D | +6.7% | +7.6% | -1.0% | +4.7% |
| 3M | -6.8% | +0.7% | -7.5% | -5.8% |
| 6M | +29.4% | +15.5% | +14.0% | +26.0% |
| YTD | +139.1% | +30.8% | +108.3% | +121.8% |
| 1Y | +521.0% | +34.3% | +486.7% | +470.4% |
| All | +521.0% | +34.1% | +486.9% | +470.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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