+2,898.2%
LITE vs BUD
-15.5%
+2,913.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.8% | -20.5% | -19.2% |
| 7D | -44.6% | +7.1% | -51.7% | -46.0% |
| 30D | -55.0% | +12.7% | -67.7% | -57.2% |
| 3M | -38.3% | 0.0% | -38.3% | -39.2% |
| 6M | -48.8% | +7.6% | -56.3% | -51.1% |
| YTD | +38.3% | +35.0% | +3.3% | +21.1% |
| 1Y | +119.0% | +37.6% | +81.4% | +89.9% |
| 3Y | +1,092.0% | +51.5% | +1,040.5% | +870.5% |
| 5Y | +446.1% | +50.2% | +395.8% | +340.6% |
| 10Y | +1,381.7% | -7.2% | +1,388.9% | +1,216.6% |
| All | +2,898.2% | -15.5% | +2,913.7% | +2,720.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling