+580.4%
LITE vs BRO
+14.1%
+566.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.9% |
| 7D | +22.6% | -5.1% | +27.7% | +21.4% |
| 30D | -36.8% | +10.4% | -47.2% | -35.6% |
| 3M | -33.0% | -0.5% | -32.5% | -32.3% |
| 6M | -37.1% | +27.1% | -64.2% | -37.3% |
| YTD | +69.5% | -10.6% | +80.1% | +76.3% |
| 1Y | +146.1% | -11.1% | +157.3% | +156.0% |
| 3Y | +1,440.8% | -1.0% | +1,441.8% | +1,348.5% |
| 5Y | +580.4% | +13.4% | +567.0% | +482.0% |
| All | +580.4% | +14.1% | +566.4% | +482.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling