+481.8%
LITE vs COMP
-52.0%
+533.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.1% | +4.0% |
| 7D | -35.9% | +13.4% | -49.4% | -37.2% |
| 30D | -51.5% | +11.1% | -62.6% | -52.5% |
| 3M | -35.7% | -18.8% | -16.9% | -34.1% |
| 6M | -43.0% | +10.5% | -53.5% | -44.9% |
| YTD | +46.1% | -3.4% | +49.5% | +41.6% |
| 1Y | +124.7% | +19.7% | +105.0% | +110.1% |
| 3Y | +1,172.1% | +381.6% | +790.5% | +810.9% |
| 5Y | +477.0% | -17.6% | +494.6% | +395.2% |
| All | +481.8% | -52.0% | +533.8% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling