+5,083.9%
LITE vs BRO
+377.6%
+4,706.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | -1.5% | -2.6% | +1.0% | -0.8% |
| 30D | +6.7% | +0.9% | +5.8% | +5.9% |
| 3M | -6.8% | +24.8% | -31.5% | -16.3% |
| 6M | +29.4% | -0.1% | +29.5% | +25.8% |
| YTD | +139.1% | -9.7% | +148.8% | +140.2% |
| 1Y | +521.0% | -24.5% | +545.5% | +572.6% |
| 3Y | +1,535.3% | -1.6% | +1,536.9% | +1,355.3% |
| 5Y | +889.8% | +25.6% | +864.3% | +623.5% |
| 10Y | +2,400.7% | +309.8% | +2,090.9% | +751.8% |
| All | +5,083.9% | +377.6% | +4,706.2% | +1,561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling