+1,533.3%
LITE vs BSX
+100.3%
+1,433.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.5% |
| 7D | -12.9% | -0.7% | -12.2% | -12.7% |
| 30D | -46.0% | +3.0% | -49.0% | -47.4% |
| 3M | -33.0% | -10.7% | -22.3% | -31.4% |
| 6M | -34.0% | -18.4% | -15.7% | -30.9% |
| YTD | +61.7% | -53.8% | +115.6% | +122.9% |
| 1Y | +148.3% | -56.0% | +204.3% | +249.9% |
| 3Y | +1,408.5% | -14.4% | +1,422.9% | +1,348.2% |
| 5Y | +546.2% | +2.9% | +543.3% | +444.5% |
| 10Y | +1,533.3% | +101.6% | +1,431.8% | +935.1% |
| All | +1,533.3% | +100.3% | +1,433.0% | +935.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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