+2,898.2%
LITE vs ALL
+398.0%
+2,500.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.9% | -17.8% | -18.5% |
| 7D | -44.6% | +4.2% | -48.8% | -45.2% |
| 30D | -55.0% | +18.9% | -74.0% | -57.1% |
| 3M | -38.3% | +1.2% | -39.5% | -39.1% |
| 6M | -48.8% | +23.2% | -72.0% | -53.0% |
| YTD | +38.3% | +30.0% | +8.3% | +23.1% |
| 1Y | +119.0% | +39.6% | +79.4% | +89.3% |
| 3Y | +1,092.0% | +115.2% | +976.8% | +732.1% |
| 5Y | +446.1% | +156.2% | +289.8% | +234.5% |
| 10Y | +1,381.7% | +398.0% | +983.7% | +501.2% |
| All | +2,898.2% | +398.0% | +2,500.2% | +1,250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling