+3,586.8%
LITE vs ALK
-43.4%
+3,630.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.8% | -16.6% | -10.6% |
| 7D | -31.4% | +12.4% | -43.8% | -34.6% |
| 30D | -42.6% | +2.1% | -44.7% | -43.5% |
| 3M | -26.2% | -23.9% | -2.3% | -20.5% |
| 6M | -35.8% | +8.2% | -44.0% | -39.4% |
| YTD | +70.0% | -20.5% | +90.5% | +75.9% |
| 1Y | +232.7% | -1.0% | +233.8% | +220.8% |
| 3Y | +1,365.7% | +19.2% | +1,346.5% | +1,200.6% |
| 5Y | +609.5% | -28.2% | +637.7% | +616.8% |
| 10Y | +1,721.9% | -39.2% | +1,761.1% | +1,679.0% |
| All | +3,586.8% | -43.4% | +3,630.2% | +3,361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling