+542.4%
LITE vs C
+112.1%
+430.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | -13.9% | -0.4% | -13.5% | -13.0% |
| 30D | -46.9% | -5.2% | -41.8% | -44.4% |
| 3M | -28.0% | -9.1% | -18.9% | -22.5% |
| 6M | -35.2% | -1.6% | -33.6% | -34.2% |
| YTD | +58.9% | +6.9% | +51.9% | +49.1% |
| 1Y | +125.3% | +23.0% | +102.3% | +91.1% |
| 3Y | +1,344.4% | +216.1% | +1,128.3% | +577.7% |
| All | +542.4% | +112.1% | +430.3% | +259.8% |
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 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