+5,083.9%
LITE vs BX
+464.0%
+4,619.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | -1.5% | -4.4% | +2.8% | +0.7% |
| 30D | +6.7% | +0.1% | +6.6% | +5.8% |
| 3M | -6.8% | +16.0% | -22.8% | -15.1% |
| 6M | +29.4% | +21.6% | +7.8% | +14.1% |
| YTD | +139.1% | -8.9% | +148.0% | +140.2% |
| 1Y | +521.0% | -16.6% | +537.6% | +553.2% |
| 3Y | +1,535.3% | +43.3% | +1,492.0% | +1,233.8% |
| 5Y | +889.8% | +25.7% | +864.1% | +705.3% |
| 10Y | +2,400.7% | +689.5% | +1,711.2% | +789.4% |
| All | +5,083.9% | +464.0% | +4,619.8% | +1,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling