+1,563.7%
LITE vs ALL
+150.1%
+1,413.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +3.6% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | +6.7% | -1.5% | +8.1% | +6.7% |
| 3M | -6.8% | +23.6% | -30.4% | -3.4% |
| 6M | +29.4% | +22.3% | +7.1% | +34.1% |
| YTD | +139.1% | +26.5% | +112.6% | +146.8% |
| 1Y | +521.0% | +27.0% | +494.0% | +541.2% |
| All | +1,563.7% | +150.1% | +1,413.6% | +1,559.7% |
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 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