+901.5%
LITE vs BP
+128.1%
+773.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | -1.5% | +3.9% | -5.5% | -2.9% |
| 30D | +6.7% | +7.6% | -1.0% | +3.7% |
| 3M | -6.8% | +0.7% | -7.5% | -7.3% |
| 6M | +29.4% | +15.5% | +14.0% | +21.8% |
| YTD | +139.1% | +30.8% | +108.3% | +114.1% |
| 1Y | +521.0% | +34.3% | +486.7% | +450.8% |
| 3Y | +1,535.3% | +35.1% | +1,500.2% | +1,326.9% |
| All | +901.5% | +128.1% | +773.4% | +660.4% |
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