+490.8%
LITE vs BR
+19.3%
+471.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.7% |
| 7D | -35.9% | +6.5% | -42.4% | -36.1% |
| 30D | -51.5% | +18.9% | -70.4% | -52.1% |
| 3M | -35.7% | +16.3% | -52.0% | -36.9% |
| 6M | -43.0% | +26.2% | -69.2% | -45.1% |
| YTD | +46.1% | -13.1% | +59.2% | +59.8% |
| 1Y | +124.7% | -10.5% | +135.2% | +141.2% |
| 3Y | +1,172.1% | +13.3% | +1,158.7% | +1,057.7% |
| All | +490.8% | +19.3% | +471.5% | +382.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling