+5,083.9%
LITE vs BR
+298.0%
+4,785.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +5.4% |
| 7D | -1.5% | -5.3% | +3.7% | +0.5% |
| 30D | +6.7% | +6.4% | +0.2% | +3.1% |
| 3M | -6.8% | +13.6% | -20.4% | -13.6% |
| 6M | +29.4% | -6.7% | +36.1% | +29.8% |
| YTD | +139.1% | -21.1% | +160.2% | +159.3% |
| 1Y | +521.0% | -29.6% | +550.6% | +614.2% |
| 3Y | +1,535.3% | -2.4% | +1,537.7% | +1,419.7% |
| 5Y | +889.8% | +11.2% | +878.6% | +727.5% |
| 10Y | +2,400.7% | +191.8% | +2,208.9% | +1,116.6% |
| All | +5,083.9% | +298.0% | +4,785.9% | +2,439.7% |
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