+490.8%
LITE vs A
+15.4%
+475.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -51.9% |
| 3M | -35.7% | +23.8% | -59.6% | -42.0% |
| 6M | -43.0% | +49.0% | -92.0% | -54.3% |
| YTD | +46.1% | +29.4% | +16.7% | +26.4% |
| 1Y | +124.7% | +19.4% | +105.3% | +104.6% |
| 3Y | +1,172.1% | +66.2% | +1,105.9% | +844.5% |
| All | +490.8% | +15.4% | +475.5% | +408.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling