+490.8%
LITE vs B
+134.6%
+356.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.1% | +5.5% |
| 7D | -35.9% | +9.6% | -45.5% | -38.0% |
| 30D | -51.5% | +3.5% | -55.0% | -52.1% |
| 3M | -35.7% | -1.6% | -34.2% | -35.6% |
| 6M | -43.0% | -1.7% | -41.3% | -42.8% |
| YTD | +46.1% | -5.3% | +51.4% | +46.9% |
| 1Y | +124.7% | +27.2% | +97.5% | +114.6% |
| 3Y | +1,172.1% | +166.1% | +1,005.9% | +988.3% |
| All | +490.8% | +134.6% | +356.2% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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