+1,016.2%
LITE vs AS
+139.2%
+877.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.1% | -13.0% | -9.9% |
| 7D | -31.4% | +13.8% | -45.2% | -35.5% |
| 30D | -42.6% | +16.7% | -59.3% | -46.7% |
| 3M | -26.2% | -11.5% | -14.7% | -23.3% |
| 6M | -35.8% | -5.5% | -30.3% | -36.8% |
| YTD | +70.0% | -14.2% | +84.2% | +74.9% |
| 1Y | +232.7% | +2.1% | +230.7% | +215.8% |
| All | +1,016.2% | +139.2% | +877.0% | +639.9% |
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