+1,358.0%
LITE vs BX
+35.3%
+1,322.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.2% |
| 7D | +10.8% | +0.6% | +10.2% | +10.6% |
| 30D | -33.4% | +14.2% | -47.7% | -38.6% |
| 3M | -32.2% | -18.7% | -13.5% | -24.8% |
| 6M | -42.1% | +2.5% | -44.6% | -45.3% |
| YTD | +61.9% | -18.8% | +80.7% | +74.2% |
| 1Y | +163.0% | -10.3% | +173.3% | +159.8% |
| 3Y | +1,358.0% | +35.4% | +1,322.6% | +877.9% |
| All | +1,358.0% | +35.3% | +1,322.7% | +877.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling