+562.5%
LITE vs BP
+113.6%
+448.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | +10.8% | +3.8% | +7.0% | +9.4% |
| 30D | -33.4% | -5.3% | -28.1% | -32.0% |
| 3M | -32.2% | +9.3% | -41.5% | -34.4% |
| 6M | -42.1% | +7.2% | -49.3% | -43.8% |
| YTD | +61.9% | +38.0% | +23.8% | +41.7% |
| 1Y | +163.0% | +33.2% | +129.8% | +133.4% |
| 3Y | +1,358.0% | +50.3% | +1,307.7% | +1,126.2% |
| All | +562.5% | +113.6% | +448.9% | +404.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling