+2,259.5%
LITE vs ALL
+368.3%
+1,891.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | +6.7% | -1.5% | +8.1% | +6.6% |
| 3M | -6.8% | +23.6% | -30.4% | -13.9% |
| 6M | +29.4% | +22.3% | +7.1% | +19.2% |
| YTD | +139.1% | +26.5% | +112.6% | +116.6% |
| 1Y | +521.0% | +27.0% | +494.0% | +458.4% |
| 3Y | +1,535.3% | +149.6% | +1,385.7% | +981.7% |
| 5Y | +889.8% | +118.1% | +771.8% | +570.3% |
| All | +2,259.5% | +368.3% | +1,891.2% | +1,022.8% |
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 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