+3,068.2%
LITE vs BX
+399.8%
+2,668.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | -35.9% | +1.8% | -37.7% | -36.6% |
| 30D | -51.5% | +7.9% | -59.4% | -53.8% |
| 3M | -35.7% | -9.6% | -26.1% | -33.9% |
| 6M | -43.0% | -2.3% | -40.7% | -44.4% |
| YTD | +46.1% | -19.3% | +65.4% | +53.8% |
| 1Y | +124.7% | -13.2% | +138.0% | +127.8% |
| 3Y | +1,172.1% | +33.8% | +1,138.3% | +963.0% |
| 5Y | +477.0% | 0.0% | +477.0% | +422.8% |
| 10Y | +1,465.7% | +685.4% | +780.3% | +467.9% |
| All | +3,068.2% | +399.8% | +2,668.4% | +971.9% |
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 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