+446.1%
LITE vs BUD
+50.9%
+395.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.8% | -20.5% | -18.9% |
| 7D | -44.6% | +7.1% | -51.7% | -45.3% |
| 30D | -55.0% | +12.7% | -67.7% | -56.3% |
| 3M | -38.3% | 0.0% | -38.3% | -38.4% |
| 6M | -48.8% | +7.6% | -56.3% | -50.2% |
| YTD | +38.3% | +35.0% | +3.3% | +24.8% |
| 1Y | +119.0% | +37.6% | +81.4% | +96.0% |
| 3Y | +1,092.0% | +51.5% | +1,040.5% | +898.6% |
| 5Y | +446.1% | +50.2% | +395.8% | +363.0% |
| All | +446.1% | +50.9% | +395.2% | +363.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling