+5,404.1%
LITE vs BRKR
+160.8%
+5,243.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.8% |
| 7D | +10.4% | -9.8% | +20.3% | +14.7% |
| 30D | +14.0% | -6.1% | +20.1% | +16.8% |
| 3M | +9.7% | -2.4% | +12.1% | +7.9% |
| 6M | +39.2% | +46.7% | -7.4% | +11.7% |
| YTD | +153.9% | +14.0% | +139.9% | +124.8% |
| 1Y | +467.5% | +76.5% | +391.0% | +312.7% |
| 3Y | +1,784.2% | -11.7% | +1,795.9% | +1,628.7% |
| 5Y | +990.3% | -39.3% | +1,029.6% | +1,053.2% |
| 10Y | +2,468.5% | +154.1% | +2,314.4% | +1,311.8% |
| All | +5,404.1% | +160.8% | +5,243.3% | +3,314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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