+1,938.3%
LITE vs BRO
-7.2%
+1,945.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | -0.2% |
| 7D | +13.6% | -7.6% | +21.2% | +9.3% |
| 30D | +21.6% | -6.9% | +28.4% | +18.1% |
| 3M | +20.3% | +12.8% | +7.5% | +27.0% |
| 6M | +54.4% | -5.9% | +60.2% | +58.2% |
| YTD | +168.3% | -15.9% | +184.2% | +170.7% |
| 1Y | +551.8% | -28.1% | +579.9% | +566.5% |
| All | +1,938.3% | -7.2% | +1,945.5% | +1,777.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling