+2,898.2%
LITE vs B
+571.2%
+2,327.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.5% | -19.2% | -18.8% |
| 7D | -44.6% | +4.3% | -48.9% | -45.0% |
| 30D | -55.0% | -0.9% | -54.1% | -55.0% |
| 3M | -38.3% | -1.4% | -37.0% | -38.2% |
| 6M | -48.8% | +5.0% | -53.8% | -49.0% |
| YTD | +38.3% | -5.8% | +44.1% | +39.0% |
| 1Y | +119.0% | +25.6% | +93.4% | +114.8% |
| 3Y | +1,092.0% | +161.6% | +930.4% | +1,001.3% |
| 5Y | +446.1% | +135.2% | +310.9% | +404.8% |
| 10Y | +1,381.7% | +170.7% | +1,210.9% | +1,261.3% |
| All | +2,898.2% | +571.2% | +2,327.0% | +3,349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling