+1,402.3%
LITE vs ALL
+370.9%
+1,031.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.1% | +6.6% |
| 7D | -35.9% | -1.9% | -34.0% | -35.8% |
| 30D | -51.5% | +13.8% | -65.3% | -53.2% |
| 3M | -35.7% | -7.0% | -28.7% | -35.2% |
| 6M | -43.0% | +18.0% | -61.0% | -47.0% |
| YTD | +46.1% | +24.2% | +21.9% | +32.1% |
| 1Y | +124.7% | +31.2% | +93.5% | +98.7% |
| 3Y | +1,172.1% | +107.5% | +1,064.5% | +805.6% |
| 5Y | +477.0% | +144.8% | +332.2% | +262.7% |
| All | +1,402.3% | +370.9% | +1,031.5% | +684.7% |
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