+446.1%
LITE vs COMP
-28.0%
+474.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.2% | -10.5% | -17.4% |
| 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% | -35.5% |
| 6M | -48.8% | +27.0% | -75.7% | -52.1% |
| YTD | +38.3% | -12.8% | +51.1% | +36.1% |
| 1Y | +119.0% | +4.9% | +114.1% | +108.8% |
| 3Y | +1,092.0% | +321.0% | +771.0% | +765.4% |
| 5Y | +446.1% | -25.6% | +471.7% | +391.3% |
| All | +446.1% | -28.0% | +474.0% | +391.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling