+156.7%
LITE vs BX
-12.1%
+168.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.7% |
| 7D | +3.4% | -2.8% | +6.2% | +3.2% |
| 30D | -34.9% | +7.3% | -42.2% | -34.2% |
| 3M | -21.0% | -16.3% | -4.7% | -20.0% |
| 6M | -38.5% | +2.5% | -41.0% | -38.4% |
| YTD | +75.8% | -17.6% | +93.4% | +60.9% |
| 1Y | +156.7% | -12.4% | +169.1% | +120.6% |
| All | +156.7% | -12.1% | +168.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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