+901.5%
LITE vs ALK
-25.3%
+926.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.4% |
| 7D | -1.5% | -0.7% | -0.9% | -1.3% |
| 30D | +6.7% | -19.2% | +25.9% | +15.9% |
| 3M | -6.8% | -1.5% | -5.2% | -7.4% |
| 6M | +29.4% | -13.1% | +42.5% | +33.2% |
| YTD | +139.1% | -16.4% | +155.5% | +147.7% |
| 1Y | +521.0% | -33.1% | +554.1% | +603.8% |
| 3Y | +1,535.3% | +0.6% | +1,534.7% | +1,366.6% |
| All | +901.5% | -25.3% | +926.8% | +897.7% |
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 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