+129.4%
LITE vs BROS
-34.1%
+163.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.1% | +9.2% |
| 7D | -12.9% | -17.9% | +5.0% | -9.1% |
| 30D | -46.0% | -5.4% | -40.6% | -44.3% |
| 3M | -33.0% | -32.1% | -1.0% | -28.5% |
| 6M | -34.0% | -31.7% | -2.4% | -31.9% |
| YTD | +61.7% | -41.2% | +102.9% | +70.9% |
| All | +129.4% | -34.1% | +163.4% | +143.5% |
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