+1,668.5%
LITE vs BX
+40.3%
+1,628.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | -1.5% | -4.4% | +2.8% | +1.1% |
| 30D | +6.7% | +0.1% | +6.6% | +5.4% |
| 3M | -6.8% | +16.0% | -22.8% | -17.1% |
| 6M | +29.4% | +21.6% | +7.8% | +9.7% |
| YTD | +139.1% | -8.9% | +148.0% | +143.1% |
| 1Y | +521.0% | -16.6% | +537.6% | +577.2% |
| All | +1,668.5% | +40.3% | +1,628.2% | +1,131.2% |
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