+232.7%
LITE vs A
+24.4%
+208.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.0% | -8.8% | -8.0% |
| 7D | -31.4% | -2.4% | -29.0% | -31.3% |
| 30D | -42.6% | +3.6% | -46.2% | -42.5% |
| 3M | -26.2% | +27.5% | -53.7% | -26.7% |
| 6M | -35.8% | +58.5% | -94.3% | -38.5% |
| YTD | +70.0% | +31.2% | +38.9% | +85.6% |
| 1Y | +232.7% | +22.2% | +210.5% | +301.6% |
| All | +232.7% | +24.4% | +208.4% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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