+1,172.1%
LITE vs ALL
+105.5%
+1,066.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.1% | +3.8% |
| 7D | -35.9% | -1.9% | -34.0% | -36.3% |
| 30D | -51.5% | +13.8% | -65.3% | -48.9% |
| 3M | -35.7% | -7.0% | -28.7% | -36.0% |
| 6M | -43.0% | +18.0% | -61.0% | -40.4% |
| YTD | +46.1% | +24.2% | +21.9% | +52.7% |
| 1Y | +124.7% | +31.2% | +93.5% | +134.0% |
| 3Y | +1,172.1% | +107.5% | +1,064.5% | +1,367.8% |
| All | +1,172.1% | +105.5% | +1,066.5% | +1,367.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling