+5,083.9%
LITE vs BUD
-20.3%
+5,104.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | +6.7% | -5.7% | +12.3% | +8.5% |
| 3M | -6.8% | +3.1% | -9.9% | -8.8% |
| 6M | +29.4% | +7.9% | +21.6% | +24.4% |
| YTD | +139.1% | +27.3% | +111.8% | +116.1% |
| 1Y | +521.0% | +37.8% | +483.2% | +443.7% |
| 3Y | +1,535.3% | +49.8% | +1,485.4% | +1,247.4% |
| 5Y | +889.8% | +43.8% | +846.0% | +717.2% |
| 10Y | +2,400.7% | -22.6% | +2,423.4% | +2,249.6% |
| All | +5,083.9% | -20.3% | +5,104.2% | +4,933.1% |
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 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