+1,568.0%
LITE vs BP
+141.7%
+1,426.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.1% |
| 7D | +22.6% | +2.5% | +20.0% | +21.4% |
| 30D | -36.8% | -5.6% | -31.2% | -35.2% |
| 3M | -33.0% | +8.0% | -41.1% | -35.1% |
| 6M | -37.1% | +5.7% | -42.7% | -38.8% |
| YTD | +69.5% | +36.8% | +32.6% | +47.8% |
| 1Y | +146.1% | +30.7% | +115.4% | +118.5% |
| 3Y | +1,440.8% | +51.6% | +1,389.2% | +1,183.6% |
| 5Y | +580.4% | +112.2% | +468.2% | +384.4% |
| All | +1,568.0% | +141.7% | +1,426.2% | +1,230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling