+542.4%
LITE vs BROS
-48.6%
+590.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -13.9% | -19.0% | +5.1% | -9.0% |
| 30D | -46.9% | -7.3% | -39.7% | -45.7% |
| 3M | -28.0% | -31.2% | +3.2% | -21.4% |
| 6M | -35.2% | -33.0% | -2.2% | -30.3% |
| YTD | +58.9% | -42.4% | +101.2% | +76.5% |
| 1Y | +125.3% | -37.7% | +163.1% | +144.7% |
| 3Y | +1,344.4% | +28.2% | +1,316.2% | +1,219.6% |
| All | +542.4% | -48.6% | +590.9% | +551.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling