+489.2%
LITE vs BROS
+6.4%
+482.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -21.4% | +2.7% | -14.1% |
| 7D | -44.6% | -21.4% | -23.2% | -41.5% |
| 30D | -55.0% | -11.5% | -43.5% | -53.8% |
| 3M | -38.3% | -47.4% | +9.0% | -29.9% |
| 6M | -48.8% | -39.5% | -9.2% | -44.1% |
| YTD | +38.3% | -43.5% | +81.8% | +52.5% |
| 1Y | +119.0% | -37.8% | +156.8% | +135.7% |
| 3Y | +1,092.0% | +30.5% | +1,061.5% | +1,013.2% |
| 5Y | +446.1% | -49.1% | +495.2% | +435.5% |
| All | +489.2% | +6.4% | +482.9% | +458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling