+124.7%
LITE vs BUD
+36.0%
+88.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +4.7% |
| 7D | -35.9% | +4.5% | -40.4% | -33.4% |
| 30D | -51.5% | +12.5% | -64.0% | -48.2% |
| 3M | -35.7% | 0.0% | -35.7% | -32.4% |
| 6M | -43.0% | +3.8% | -46.8% | -39.7% |
| YTD | +46.1% | +33.1% | +13.1% | +66.3% |
| 1Y | +124.7% | +35.5% | +89.2% | +158.1% |
| All | +124.7% | +36.0% | +88.8% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling