+1,172.1%
LITE vs BP
+42.8%
+1,129.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | -35.9% | -11.6% | -24.3% | -32.5% |
| 30D | -51.5% | 0.0% | -51.6% | -51.3% |
| 3M | -35.7% | +6.7% | -42.5% | -37.6% |
| 6M | -43.0% | +2.2% | -45.1% | -43.5% |
| YTD | +46.1% | +33.0% | +13.1% | +25.5% |
| 1Y | +124.7% | +30.7% | +94.0% | +94.6% |
| 3Y | +1,172.1% | +44.2% | +1,127.9% | +937.2% |
| All | +1,172.1% | +42.8% | +1,129.3% | +937.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling