+1,493.1%
LITE vs ALL
+377.9%
+1,115.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.8% | -4.6% |
| 7D | +10.8% | +5.0% | +5.7% | +9.6% |
| 30D | -33.4% | +13.3% | -46.8% | -35.5% |
| 3M | -32.2% | +3.2% | -35.4% | -33.2% |
| 6M | -42.1% | +25.3% | -67.4% | -47.0% |
| YTD | +61.9% | +30.5% | +31.4% | +44.8% |
| 1Y | +163.0% | +29.2% | +133.8% | +135.7% |
| 3Y | +1,358.0% | +119.1% | +1,238.9% | +923.7% |
| 5Y | +549.9% | +162.6% | +387.3% | +298.9% |
| All | +1,493.1% | +377.9% | +1,115.2% | +675.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling