+1,321.8%
LITE vs ALK
-42.1%
+1,363.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.4% | -17.6% |
| 7D | -44.6% | +7.1% | -51.6% | -46.2% |
| 30D | -55.0% | -3.0% | -52.0% | -55.0% |
| 3M | -38.3% | -25.6% | -12.7% | -32.7% |
| 6M | -48.8% | +0.5% | -49.2% | -50.4% |
| YTD | +38.3% | -23.1% | +61.3% | +45.0% |
| 1Y | +119.0% | -7.5% | +126.5% | +115.7% |
| 3Y | +1,092.0% | +15.3% | +1,076.7% | +966.8% |
| 5Y | +446.1% | -34.8% | +480.9% | +467.5% |
| All | +1,321.8% | -42.1% | +1,363.8% | +1,609.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling