+232.7%
LITE vs EXC
+1.0%
+231.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.5% | -7.0% |
| 7D | -31.4% | +3.3% | -34.7% | -30.2% |
| 30D | -42.6% | +13.3% | -55.9% | -39.0% |
| 3M | -26.2% | +1.8% | -28.1% | -25.1% |
| 6M | -35.8% | +1.1% | -36.9% | -34.5% |
| YTD | +70.0% | +9.0% | +61.0% | +68.2% |
| 1Y | +232.7% | +3.4% | +229.4% | +258.9% |
| All | +232.7% | +1.0% | +231.7% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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