+5,083.9%
LITE vs A
+308.7%
+4,775.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | -1.5% | -1.9% | +0.4% | -0.3% |
| 30D | +6.7% | +6.9% | -0.3% | +2.2% |
| 3M | -6.8% | +9.2% | -16.0% | -12.2% |
| 6M | +29.4% | +25.7% | +3.8% | +9.0% |
| YTD | +139.1% | +11.5% | +127.6% | +115.8% |
| 1Y | +521.0% | +18.4% | +502.6% | +438.4% |
| 3Y | +1,535.3% | +26.6% | +1,508.7% | +1,229.8% |
| 5Y | +889.8% | -12.8% | +902.7% | +902.7% |
| 10Y | +2,400.7% | +247.2% | +2,153.5% | +971.3% |
| All | +5,083.9% | +308.7% | +4,775.1% | +2,370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling