+589.7%
LITE vs BROS
+10.5%
+579.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -5.9% |
| 7D | +10.8% | +6.3% | +4.5% | +9.3% |
| 30D | -33.4% | -8.3% | -25.1% | -32.0% |
| 3M | -32.2% | -29.8% | -2.4% | -27.2% |
| 6M | -42.1% | -25.8% | -16.3% | -39.6% |
| YTD | +61.9% | -41.4% | +103.2% | +76.9% |
| 1Y | +163.0% | -35.2% | +198.2% | +180.1% |
| 3Y | +1,358.0% | +32.8% | +1,325.2% | +1,253.9% |
| 5Y | +549.9% | -42.2% | +592.1% | +530.7% |
| All | +589.7% | +10.5% | +579.3% | +547.8% |
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 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