+446.1%
LITE vs ALK
-33.9%
+480.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.4% | -17.4% |
| 7D | -44.6% | +7.1% | -51.6% | -46.5% |
| 30D | -55.0% | -3.0% | -52.0% | -54.9% |
| 3M | -38.3% | -25.6% | -12.7% | -31.4% |
| 6M | -48.8% | +0.5% | -49.2% | -50.8% |
| YTD | +38.3% | -23.1% | +61.3% | +46.5% |
| 1Y | +119.0% | -7.5% | +126.5% | +113.5% |
| 3Y | +1,092.0% | +15.3% | +1,076.7% | +894.2% |
| 5Y | +446.1% | -34.8% | +480.9% | +458.2% |
| All | +446.1% | -33.9% | +480.0% | +458.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling