+129.4%
LITE vs CAPR
+64.2%
+65.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.4% | +1.2% | +10.6% |
| 7D | -12.9% | +36.0% | -48.9% | -13.0% |
| 30D | -46.0% | +25.8% | -71.8% | -46.0% |
| 3M | -33.0% | +140.8% | -173.9% | -33.4% |
| 6M | -34.0% | -67.6% | +33.5% | -34.1% |
| YTD | +61.7% | -65.9% | +127.6% | +61.8% |
| All | +129.4% | +64.2% | +65.2% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling