+1,103.8%
LITE vs COMP
+309.8%
+794.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.2% | -10.5% | -17.3% |
| 7D | -44.6% | -1.8% | -42.8% | -44.4% |
| 30D | -55.0% | -0.8% | -54.3% | -55.1% |
| 3M | -38.3% | -28.1% | -10.2% | -35.3% |
| 6M | -48.8% | +27.0% | -75.7% | -52.6% |
| YTD | +38.3% | -12.8% | +51.1% | +35.5% |
| 1Y | +119.0% | +4.9% | +114.1% | +106.0% |
| All | +1,103.8% | +309.8% | +794.0% | +608.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling