+1,499.9%
LITE vs BR
+280.9%
+1,219.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -13.9% | +5.0% | -18.9% | -15.7% |
| 30D | -46.9% | +16.6% | -63.6% | -50.5% |
| 3M | -28.0% | +12.0% | -40.0% | -32.5% |
| 6M | -35.2% | +30.7% | -66.0% | -44.7% |
| YTD | +58.9% | -11.9% | +70.8% | +63.6% |
| 1Y | +125.3% | -11.6% | +136.9% | +130.8% |
| 3Y | +1,344.4% | +15.0% | +1,329.4% | +1,112.1% |
| 5Y | +541.2% | +18.1% | +523.0% | +416.2% |
| All | +1,499.9% | +280.9% | +1,219.0% | +349.5% |
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