+446.1%
LITE vs ALL
+155.0%
+291.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.9% | -17.8% | -18.8% |
| 7D | -44.6% | +4.2% | -48.8% | -44.3% |
| 30D | -55.0% | +18.9% | -74.0% | -54.2% |
| 3M | -38.3% | +1.2% | -39.5% | -37.8% |
| 6M | -48.8% | +23.2% | -72.0% | -48.6% |
| YTD | +38.3% | +30.0% | +8.3% | +37.6% |
| 1Y | +119.0% | +39.6% | +79.4% | +115.6% |
| 3Y | +1,092.0% | +115.2% | +976.8% | +996.1% |
| 5Y | +446.1% | +156.2% | +289.8% | +402.6% |
| All | +446.1% | +155.0% | +291.1% | +402.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling