+1,533.3%
LITE vs ALL
+367.3%
+1,166.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -12.9% | -3.9% | -9.0% | -12.3% |
| 30D | -46.0% | +10.6% | -56.6% | -47.5% |
| 3M | -33.0% | -4.6% | -28.5% | -32.9% |
| 6M | -34.0% | +20.2% | -54.2% | -39.1% |
| YTD | +61.7% | +23.7% | +38.0% | +46.4% |
| 1Y | +148.3% | +27.9% | +120.4% | +121.5% |
| 3Y | +1,408.5% | +109.2% | +1,299.3% | +969.3% |
| 5Y | +546.2% | +148.0% | +398.2% | +302.8% |
| 10Y | +1,533.3% | +363.8% | +1,169.5% | +759.7% |
| All | +1,533.3% | +367.3% | +1,166.0% | +759.7% |
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