+3,574.4%
LITE vs BRO
+373.0%
+3,201.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +22.6% | -5.1% | +27.7% | +23.8% |
| 30D | -36.8% | +10.4% | -47.2% | -39.1% |
| 3M | -33.0% | -0.5% | -32.5% | -34.2% |
| 6M | -37.1% | +27.1% | -64.2% | -44.9% |
| YTD | +69.5% | -10.6% | +80.1% | +68.3% |
| 1Y | +146.1% | -11.1% | +157.3% | +144.1% |
| 3Y | +1,440.8% | -1.0% | +1,441.8% | +1,241.8% |
| 5Y | +580.4% | +13.4% | +567.0% | +426.3% |
| 10Y | +1,606.7% | +292.5% | +1,314.2% | +484.2% |
| All | +3,574.4% | +373.0% | +3,201.4% | +1,063.8% |
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