+521.0%
LITE vs ALL
+28.3%
+492.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +2.6% |
| 7D | -1.5% | 0.0% | -1.6% | -1.4% |
| 30D | +6.7% | -1.5% | +8.1% | +6.4% |
| 3M | -6.8% | +23.6% | -30.4% | +13.1% |
| 6M | +29.4% | +22.3% | +7.1% | +57.6% |
| YTD | +139.1% | +26.5% | +112.6% | +191.6% |
| 1Y | +521.0% | +27.0% | +494.0% | +684.8% |
| All | +521.0% | +28.3% | +492.7% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling