-43.0%
LITE vs BROS
-42.1%
-0.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +5.9% |
| 7D | -35.9% | -21.2% | -14.7% | -33.6% |
| 30D | -51.5% | -11.6% | -40.0% | -48.9% |
| 3M | -35.7% | -36.7% | +0.9% | -35.1% |
| 6M | -43.0% | -42.8% | -0.1% | -42.2% |
| All | -43.0% | -42.1% | -0.8% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling