+446.1%
LITE vs BP
+105.3%
+340.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -18.0% |
| 7D | -44.6% | -11.2% | -33.3% | -42.0% |
| 30D | -55.0% | -0.7% | -54.3% | -54.8% |
| 3M | -38.3% | +9.8% | -48.1% | -40.5% |
| 6M | -48.8% | -1.6% | -47.2% | -48.6% |
| YTD | +38.3% | +33.5% | +4.8% | +22.5% |
| 1Y | +119.0% | +31.7% | +87.3% | +95.0% |
| 3Y | +1,092.0% | +45.1% | +1,046.9% | +914.6% |
| 5Y | +446.1% | +105.9% | +340.1% | +319.8% |
| All | +446.1% | +105.3% | +340.7% | +319.8% |
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