+901.5%
LITE vs C
+128.9%
+772.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | +3.6% | -5.2% | -4.4% |
| 30D | +6.7% | +0.1% | +6.6% | +6.4% |
| 3M | -6.8% | +2.4% | -9.2% | -8.4% |
| 6M | +29.4% | +24.9% | +4.5% | +9.6% |
| YTD | +139.1% | +19.8% | +119.3% | +105.7% |
| 1Y | +521.0% | +44.9% | +476.1% | +363.8% |
| 3Y | +1,535.3% | +263.0% | +1,272.3% | +610.7% |
| All | +901.5% | +128.9% | +772.6% | +412.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling