+522.6%
LITE vs BROS
+3.9%
+518.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.2% |
| 7D | -35.9% | -21.2% | -14.7% | -32.4% |
| 30D | -51.5% | -11.6% | -40.0% | -50.2% |
| 3M | -35.7% | -36.7% | +0.9% | -29.3% |
| 6M | -43.0% | -42.8% | -0.1% | -37.0% |
| YTD | +46.1% | -44.8% | +91.0% | +61.9% |
| 1Y | +124.7% | -36.5% | +161.3% | +140.9% |
| 3Y | +1,172.1% | +27.0% | +1,145.1% | +1,094.3% |
| 5Y | +477.0% | -50.3% | +527.3% | +468.5% |
| All | +522.6% | +3.9% | +518.7% | +492.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling