+1,103.8%
LITE vs C
+204.2%
+899.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.0% | -13.6% | -13.9% |
| 7D | -44.6% | -5.3% | -39.3% | -41.3% |
| 30D | -55.0% | -7.3% | -47.7% | -51.5% |
| 3M | -38.3% | -13.5% | -24.8% | -29.5% |
| 6M | -48.8% | -6.5% | -42.3% | -45.6% |
| YTD | +38.3% | +3.6% | +34.7% | +29.8% |
| 1Y | +119.0% | +18.9% | +100.1% | +79.9% |
| All | +1,103.8% | +204.2% | +899.6% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling