+124.7%
LITE vs BP
+31.5%
+93.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.7% |
| 7D | -35.9% | -11.6% | -24.3% | -34.8% |
| 30D | -51.5% | 0.0% | -51.6% | -51.0% |
| 3M | -35.7% | +6.7% | -42.5% | -35.8% |
| 6M | -43.0% | +2.2% | -45.1% | -42.0% |
| YTD | +46.1% | +33.0% | +13.1% | +46.0% |
| 1Y | +124.7% | +30.7% | +94.0% | +127.7% |
| All | +124.7% | +31.5% | +93.2% | +127.7% |
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