+446.1%
LITE vs CAPR
+126.3%
+319.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.1% | -18.6% |
| 7D | -44.6% | +29.7% | -74.3% | -44.8% |
| 30D | -55.0% | +11.0% | -66.0% | -55.1% |
| 3M | -38.3% | +118.8% | -157.1% | -39.4% |
| 6M | -48.8% | -73.9% | +25.2% | -48.3% |
| YTD | +38.3% | -70.2% | +108.5% | +39.1% |
| 1Y | +119.0% | +38.3% | +80.7% | +108.9% |
| 3Y | +1,092.0% | +199.7% | +892.4% | +892.7% |
| 5Y | +446.1% | +130.6% | +315.5% | +331.8% |
| All | +446.1% | +126.3% | +319.8% | +331.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling