+1,563.7%
LITE vs CAPR
+40.5%
+1,523.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +4.0% |
| 7D | -1.5% | -2.0% | +0.4% | -1.5% |
| 30D | +6.7% | +139.2% | -132.5% | +5.2% |
| 3M | -6.8% | -66.4% | +59.6% | -6.3% |
| 6M | +29.4% | -63.1% | +92.6% | +29.9% |
| YTD | +139.1% | -67.4% | +206.5% | +140.1% |
| 1Y | +521.0% | +58.2% | +462.7% | +501.4% |
| All | +1,563.7% | +40.5% | +1,523.2% | +1,327.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling