+807.7%
LITE vs AS
+133.7%
+674.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.7% |
| 7D | -44.6% | +7.1% | -51.7% | -46.4% |
| 30D | -55.0% | +12.8% | -67.9% | -57.5% |
| 3M | -38.3% | -14.7% | -23.6% | -34.7% |
| 6M | -48.8% | -9.9% | -38.8% | -48.3% |
| YTD | +38.3% | -16.1% | +54.4% | +43.9% |
| 1Y | +119.0% | +0.2% | +118.8% | +110.0% |
| All | +807.7% | +133.7% | +674.0% | +508.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling