+546.2%
LITE vs A
+16.0%
+530.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.1% |
| 7D | -12.9% | +4.8% | -17.6% | -14.6% |
| 30D | -46.0% | +5.6% | -51.6% | -47.0% |
| 3M | -33.0% | +23.6% | -56.6% | -39.5% |
| 6M | -34.0% | +56.4% | -90.4% | -48.4% |
| YTD | +61.7% | +33.4% | +28.3% | +37.9% |
| 1Y | +148.3% | +23.7% | +124.6% | +122.2% |
| 3Y | +1,408.5% | +71.0% | +1,337.5% | +1,004.9% |
| 5Y | +546.2% | +16.8% | +529.3% | +448.4% |
| All | +546.2% | +16.0% | +530.2% | +448.4% |
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 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