+446.1%
LITE vs A
+13.7%
+432.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.6% | -17.2% |
| 7D | -44.6% | -5.2% | -39.4% | -42.8% |
| 30D | -55.0% | +1.4% | -56.5% | -55.0% |
| 3M | -38.3% | +21.9% | -60.2% | -43.9% |
| 6M | -48.8% | +46.7% | -95.4% | -58.5% |
| YTD | +38.3% | +27.2% | +11.1% | +20.7% |
| 1Y | +119.0% | +17.9% | +101.1% | +100.6% |
| 3Y | +1,092.0% | +61.1% | +1,030.9% | +800.9% |
| 5Y | +446.1% | +13.8% | +432.2% | +361.7% |
| All | +446.1% | +13.7% | +432.4% | +361.7% |
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