+163.0%
LITE vs CAPR
+63.5%
+99.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.9% | +2.4% | -4.4% |
| 7D | +10.8% | +5.9% | +4.9% | +10.7% |
| 30D | -33.4% | +44.6% | -78.1% | -33.6% |
| 3M | -32.2% | +126.4% | -158.6% | -32.6% |
| 6M | -42.1% | -68.6% | +26.5% | -42.1% |
| YTD | +61.9% | -67.0% | +128.8% | +61.9% |
| 1Y | +163.0% | +65.2% | +97.8% | +171.0% |
| All | +163.0% | +63.5% | +99.5% | +171.0% |
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