+1,380.3%
LITE vs COMP
+346.2%
+1,034.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.7% | -15.6% | -9.0% |
| 7D | -31.4% | +9.5% | -40.9% | -32.6% |
| 30D | -42.6% | +8.1% | -50.7% | -43.6% |
| 3M | -26.2% | -16.3% | -9.9% | -24.8% |
| 6M | -35.8% | +42.2% | -78.0% | -41.9% |
| YTD | +70.0% | -5.0% | +75.1% | +63.9% |
| 1Y | +232.7% | +20.1% | +212.6% | +205.1% |
| All | +1,380.3% | +346.2% | +1,034.1% | +757.4% |
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 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