+3,068.2%
LITE vs BR
+338.3%
+2,729.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | -35.9% | +6.5% | -42.4% | -37.7% |
| 30D | -51.5% | +18.9% | -70.4% | -55.1% |
| 3M | -35.7% | +16.3% | -52.0% | -40.8% |
| 6M | -43.0% | +26.2% | -69.2% | -50.3% |
| YTD | +46.1% | -13.1% | +59.2% | +50.6% |
| 1Y | +124.7% | -10.5% | +135.2% | +126.9% |
| 3Y | +1,172.1% | +13.3% | +1,158.7% | +987.3% |
| 5Y | +477.0% | +19.9% | +457.1% | +365.6% |
| 10Y | +1,465.7% | +254.2% | +1,211.4% | +611.6% |
| All | +3,068.2% | +338.3% | +2,729.8% | +1,374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling