+131.9%
LITE vs COMP
+13.3%
+118.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -1.1% |
| 7D | -13.9% | +7.2% | -21.1% | -14.1% |
| 30D | -46.9% | +6.4% | -53.3% | -47.0% |
| 3M | -28.0% | -19.4% | -8.6% | -27.0% |
| 6M | -35.2% | +14.6% | -49.8% | -37.3% |
| YTD | +58.9% | -5.5% | +64.4% | +45.2% |
| All | +131.9% | +13.3% | +118.7% | +80.8% |
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