+2,898.2%
LITE vs C
+168.9%
+2,729.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.0% | -13.6% | -15.9% |
| 7D | -44.6% | -5.3% | -39.3% | -42.6% |
| 30D | -55.0% | -7.3% | -47.7% | -52.9% |
| 3M | -38.3% | -13.5% | -24.8% | -33.2% |
| 6M | -48.8% | -6.5% | -42.3% | -46.7% |
| YTD | +38.3% | +3.6% | +34.7% | +35.4% |
| 1Y | +119.0% | +18.9% | +100.1% | +100.3% |
| 3Y | +1,092.0% | +205.0% | +887.0% | +604.2% |
| 5Y | +446.1% | +109.4% | +336.7% | +274.2% |
| 10Y | +1,381.7% | +232.9% | +1,148.8% | +713.7% |
| All | +2,898.2% | +168.9% | +2,729.3% | +1,510.9% |
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