+232.7%
LITE vs COMP
+23.8%
+208.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.7% | -15.6% | -8.3% |
| 7D | -31.4% | +9.5% | -40.9% | -31.8% |
| 30D | -42.6% | +8.1% | -50.7% | -42.9% |
| 3M | -26.2% | -16.3% | -9.9% | -25.3% |
| 6M | -35.8% | +42.2% | -78.0% | -40.9% |
| YTD | +70.0% | -5.0% | +75.1% | +56.2% |
| 1Y | +232.7% | +20.1% | +212.6% | +121.4% |
| All | +232.7% | +23.8% | +208.9% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling