+2,405.2%
LITE vs BRO
+295.1%
+2,110.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +10.4% | -8.6% | +19.0% | +12.9% |
| 30D | +14.0% | -6.9% | +21.0% | +15.6% |
| 3M | +9.7% | +10.5% | -0.8% | +2.6% |
| 6M | +39.2% | -2.8% | +42.0% | +35.9% |
| YTD | +153.9% | -16.1% | +170.0% | +160.2% |
| 1Y | +467.5% | -27.6% | +495.1% | +516.8% |
| 3Y | +1,784.2% | -7.3% | +1,791.5% | +1,589.3% |
| 5Y | +990.3% | +19.0% | +971.3% | +691.8% |
| All | +2,405.2% | +295.1% | +2,110.1% | +668.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling