+1,499.9%
LITE vs BP
+129.9%
+1,370.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | -6.3% | -7.6% | -11.6% |
| 30D | -46.9% | -3.6% | -43.3% | -46.1% |
| 3M | -28.0% | +5.2% | -33.3% | -29.6% |
| 6M | -35.2% | +5.3% | -40.5% | -36.9% |
| YTD | +58.9% | +33.1% | +25.7% | +40.0% |
| 1Y | +125.3% | +26.3% | +99.0% | +102.6% |
| 3Y | +1,344.4% | +47.5% | +1,296.9% | +1,115.5% |
| 5Y | +541.2% | +106.2% | +435.0% | +361.4% |
| All | +1,499.9% | +129.9% | +1,370.0% | +1,185.1% |
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