+589.2%
LITE vs BROS
+10.8%
+578.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.1% | +9.3% |
| 7D | -12.9% | -17.9% | +5.0% | -8.8% |
| 30D | -46.0% | -5.4% | -40.6% | -45.1% |
| 3M | -33.0% | -32.1% | -1.0% | -27.4% |
| 6M | -34.0% | -31.7% | -2.4% | -29.9% |
| YTD | +61.7% | -41.2% | +102.9% | +76.8% |
| 1Y | +148.3% | -32.6% | +180.9% | +162.9% |
| 3Y | +1,408.5% | +32.7% | +1,375.8% | +1,302.2% |
| 5Y | +546.2% | -44.2% | +590.4% | +527.7% |
| All | +589.2% | +10.8% | +578.4% | +547.6% |
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