+490.8%
LITE vs BSX
-1.3%
+492.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.4% |
| 7D | -35.9% | +1.8% | -37.8% | -36.3% |
| 30D | -51.5% | +2.8% | -54.3% | -52.2% |
| 3M | -35.7% | -13.3% | -22.4% | -34.3% |
| 6M | -43.0% | -23.7% | -19.3% | -39.4% |
| YTD | +46.1% | -55.2% | +101.3% | +92.3% |
| 1Y | +124.7% | -56.8% | +181.6% | +200.6% |
| 3Y | +1,172.1% | -19.0% | +1,191.1% | +1,136.6% |
| All | +490.8% | -1.3% | +492.1% | +414.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling