+163.0%
LITE vs A
+17.3%
+145.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | +10.8% | -0.5% | +11.2% | +10.9% |
| 30D | -33.4% | 0.0% | -33.4% | -33.1% |
| 3M | -32.2% | +16.7% | -48.9% | -31.7% |
| 6M | -42.1% | +54.8% | -96.9% | -42.4% |
| YTD | +61.9% | +28.8% | +33.1% | +78.4% |
| 1Y | +163.0% | +19.3% | +143.7% | +218.0% |
| All | +163.0% | +17.3% | +145.7% | +218.0% |
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