+521.0%
LITE vs BROS
-35.3%
+556.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | -1.5% | -6.7% | +5.1% | -0.5% |
| 30D | +6.7% | -29.1% | +35.7% | +11.4% |
| 3M | -6.8% | -16.7% | +9.9% | -6.6% |
| 6M | +29.4% | -11.6% | +41.1% | +28.4% |
| YTD | +139.1% | -23.9% | +163.0% | +144.6% |
| 1Y | +521.0% | -34.8% | +555.8% | +493.8% |
| All | +521.0% | -35.3% | +556.3% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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