+2,898.2%
LITE vs A
+366.1%
+2,532.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.6% | -16.8% |
| 7D | -44.6% | -5.2% | -39.4% | -42.4% |
| 30D | -55.0% | +1.4% | -56.5% | -55.0% |
| 3M | -38.3% | +21.9% | -60.2% | -45.2% |
| 6M | -48.8% | +46.7% | -95.4% | -60.6% |
| YTD | +38.3% | +27.2% | +11.1% | +15.7% |
| 1Y | +119.0% | +17.9% | +101.1% | +93.1% |
| 3Y | +1,092.0% | +61.1% | +1,030.9% | +737.4% |
| 5Y | +446.1% | +13.8% | +432.2% | +366.3% |
| 10Y | +1,381.7% | +318.8% | +1,062.9% | +476.6% |
| All | +2,898.2% | +366.1% | +2,532.1% | +1,224.4% |
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 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