+2,331.0%
LITE vs A
+247.9%
+2,083.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | -1.5% | -1.9% | +0.4% | -0.3% |
| 30D | +6.7% | +6.9% | -0.3% | +2.0% |
| 3M | -6.8% | +9.2% | -16.0% | -12.5% |
| 6M | +29.4% | +25.7% | +3.8% | +8.0% |
| YTD | +139.1% | +11.5% | +127.6% | +114.6% |
| 1Y | +521.0% | +18.4% | +502.6% | +434.1% |
| 3Y | +1,535.3% | +26.6% | +1,508.7% | +1,210.1% |
| 5Y | +889.8% | -12.8% | +902.7% | +908.7% |
| All | +2,331.0% | +247.9% | +2,083.1% | +755.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling