+3,712.1%
LITE vs BR
+344.0%
+3,368.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.7% |
| 7D | +3.4% | +1.9% | +1.5% | +2.5% |
| 30D | -34.9% | +15.9% | -50.8% | -39.0% |
| 3M | -21.0% | +13.7% | -34.7% | -26.3% |
| 6M | -38.5% | +31.0% | -69.5% | -47.2% |
| YTD | +75.8% | -12.0% | +87.8% | +80.4% |
| 1Y | +156.7% | -11.5% | +168.2% | +161.9% |
| 3Y | +1,498.6% | +14.9% | +1,483.6% | +1,259.0% |
| 5Y | +610.9% | +20.1% | +590.8% | +475.6% |
| 10Y | +1,670.7% | +278.9% | +1,391.7% | +693.4% |
| All | +3,712.1% | +344.0% | +3,368.1% | +1,666.8% |
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