+5,083.9%
LITE vs B
+644.6%
+4,439.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | +6.7% | +9.4% | -2.8% | +5.3% |
| 3M | -6.8% | +5.0% | -11.7% | -7.5% |
| 6M | +29.4% | -3.5% | +33.0% | +29.7% |
| YTD | +139.1% | +4.5% | +134.6% | +137.0% |
| 1Y | +521.0% | +67.8% | +453.2% | +491.4% |
| 3Y | +1,535.3% | +196.7% | +1,338.6% | +1,387.7% |
| 5Y | +889.8% | +151.9% | +737.9% | +803.6% |
| 10Y | +2,400.7% | +202.2% | +2,198.6% | +2,170.1% |
| All | +5,083.9% | +644.6% | +4,439.3% | +5,779.4% |
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