+2,331.0%
LITE vs ALK
-34.2%
+2,365.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.5% |
| 7D | -1.5% | -0.7% | -0.9% | -1.3% |
| 30D | +6.7% | -19.2% | +25.9% | +14.2% |
| 3M | -6.8% | -1.5% | -5.2% | -7.2% |
| 6M | +29.4% | -13.1% | +42.5% | +32.5% |
| YTD | +139.1% | -16.4% | +155.5% | +146.3% |
| 1Y | +521.0% | -33.1% | +554.1% | +585.8% |
| 3Y | +1,535.3% | +0.6% | +1,534.7% | +1,436.7% |
| 5Y | +889.8% | -26.4% | +916.2% | +898.9% |
| All | +2,331.0% | -34.2% | +2,365.2% | +2,316.7% |
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