+1,402.3%
LITE vs ALK
-41.7%
+1,444.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.0% | +5.5% |
| 7D | -35.9% | +9.0% | -45.0% | -38.2% |
| 30D | -51.5% | -1.6% | -49.9% | -51.7% |
| 3M | -35.7% | -23.2% | -12.6% | -30.7% |
| 6M | -43.0% | -3.9% | -39.1% | -43.8% |
| YTD | +46.1% | -22.6% | +68.7% | +52.9% |
| 1Y | +124.7% | -5.3% | +130.0% | +119.6% |
| 3Y | +1,172.1% | +18.6% | +1,153.5% | +1,028.7% |
| 5Y | +477.0% | -34.4% | +511.4% | +498.5% |
| All | +1,402.3% | -41.7% | +1,444.1% | +1,702.4% |
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