+124.7%
LITE vs A
+20.8%
+103.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +5.4% |
| 7D | -35.9% | -0.1% | -35.9% | -35.8% |
| 30D | -51.5% | +3.4% | -54.9% | -51.3% |
| 3M | -35.7% | +23.8% | -59.6% | -35.8% |
| 6M | -43.0% | +49.0% | -92.0% | -43.3% |
| YTD | +46.1% | +29.4% | +16.7% | +59.3% |
| 1Y | +124.7% | +19.4% | +105.3% | +170.5% |
| All | +124.7% | +20.8% | +103.9% | +170.5% |
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 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