+146.1%
LITE vs ALL
+31.1%
+115.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -1.5% |
| 7D | +22.6% | 0.0% | +22.6% | +23.0% |
| 30D | -36.8% | +12.8% | -49.6% | -25.9% |
| 3M | -33.0% | +4.7% | -37.7% | -26.9% |
| 6M | -37.1% | +24.9% | -62.0% | -18.8% |
| YTD | +69.5% | +30.0% | +39.5% | +119.9% |
| 1Y | +146.1% | +29.9% | +116.2% | +220.7% |
| All | +146.1% | +31.1% | +115.0% | +220.7% |
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 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