+577.1%
LITE vs COMP
-52.8%
+629.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.7% | -15.6% | -9.0% |
| 7D | -31.4% | +9.5% | -40.9% | -32.5% |
| 30D | -42.6% | +8.1% | -50.7% | -43.6% |
| 3M | -26.2% | -16.3% | -9.9% | -25.0% |
| 6M | -35.8% | +42.2% | -78.0% | -41.1% |
| YTD | +70.0% | -5.0% | +75.1% | +64.9% |
| 1Y | +232.7% | +20.1% | +212.6% | +210.5% |
| 3Y | +1,365.7% | +358.4% | +1,007.3% | +955.0% |
| 5Y | +609.5% | -21.9% | +631.4% | +511.5% |
| All | +577.1% | -52.8% | +629.8% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling