+1,103.8%
LITE vs A
+61.4%
+1,042.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.6% | -17.2% |
| 7D | -44.6% | -5.2% | -39.4% | -42.9% |
| 30D | -55.0% | +1.4% | -56.5% | -54.9% |
| 3M | -38.3% | +21.9% | -60.2% | -43.5% |
| 6M | -48.8% | +46.7% | -95.4% | -58.1% |
| YTD | +38.3% | +27.2% | +11.1% | +23.2% |
| 1Y | +119.0% | +17.9% | +101.1% | +106.1% |
| All | +1,103.8% | +61.4% | +1,042.4% | +865.4% |
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