+5,656.1%
LITE vs C
+208.8%
+5,447.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.4% |
| 7D | +12.6% | +3.2% | +9.4% | +10.5% |
| 30D | +9.9% | +1.3% | +8.6% | +9.0% |
| 3M | +9.3% | +3.1% | +6.2% | +7.5% |
| 6M | +75.2% | +29.6% | +45.6% | +52.6% |
| YTD | +165.5% | +19.0% | +146.5% | +140.4% |
| 1Y | +555.0% | +45.6% | +509.3% | +434.2% |
| 3Y | +1,870.5% | +269.3% | +1,601.2% | +951.8% |
| 5Y | +1,009.8% | +131.6% | +878.3% | +613.5% |
| 10Y | +2,502.5% | +286.5% | +2,215.9% | +1,219.1% |
| All | +5,656.1% | +208.8% | +5,447.3% | +2,760.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling