+1,172.1%
LITE vs A
+64.2%
+1,107.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +4.8% |
| 7D | -35.9% | -0.1% | -35.9% | -35.6% |
| 30D | -51.5% | +3.4% | -54.9% | -51.8% |
| 3M | -35.7% | +23.8% | -59.6% | -41.5% |
| 6M | -43.0% | +49.0% | -92.0% | -53.7% |
| YTD | +46.1% | +29.4% | +16.7% | +29.1% |
| 1Y | +124.7% | +19.4% | +105.3% | +110.5% |
| 3Y | +1,172.1% | +66.2% | +1,105.9% | +912.0% |
| All | +1,172.1% | +64.2% | +1,107.8% | +912.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling