+467.5%
LITE vs BRO
-27.9%
+495.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.8% |
| 7D | +10.4% | -8.6% | +19.0% | -0.4% |
| 30D | +14.0% | -6.9% | +21.0% | +6.2% |
| 3M | +9.7% | +10.5% | -0.8% | +26.7% |
| 6M | +39.2% | -2.8% | +42.0% | +44.5% |
| YTD | +153.9% | -16.1% | +170.0% | +122.6% |
| 1Y | +467.5% | -27.6% | +495.1% | +344.4% |
| All | +467.5% | -27.9% | +495.4% | +344.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling