+1,493.1%
LITE vs BR
+277.7%
+1,215.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | +10.8% | +1.1% | +9.7% | +10.4% |
| 30D | -33.4% | +14.4% | -47.8% | -37.4% |
| 3M | -32.2% | +12.4% | -44.7% | -36.6% |
| 6M | -42.1% | +35.4% | -77.5% | -51.4% |
| YTD | +61.9% | -12.2% | +74.0% | +66.8% |
| 1Y | +163.0% | -12.7% | +175.7% | +171.7% |
| 3Y | +1,358.0% | +14.3% | +1,343.8% | +1,127.8% |
| 5Y | +549.9% | +19.3% | +530.6% | +419.2% |
| All | +1,493.1% | +277.7% | +1,215.4% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling