+1,402.3%
LITE vs C
+227.2%
+1,175.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | -35.9% | -2.4% | -33.5% | -34.8% |
| 30D | -51.5% | -6.0% | -45.5% | -49.6% |
| 3M | -35.7% | -10.5% | -25.2% | -31.4% |
| 6M | -43.0% | -5.7% | -37.3% | -40.8% |
| YTD | +46.1% | +4.1% | +42.0% | +42.4% |
| 1Y | +124.7% | +20.5% | +104.2% | +103.0% |
| 3Y | +1,172.1% | +208.1% | +963.9% | +626.5% |
| 5Y | +477.0% | +110.4% | +366.6% | +285.8% |
| All | +1,402.3% | +227.2% | +1,175.1% | +784.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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