+1,402.3%
LITE vs EXC
+175.8%
+1,226.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.2% |
| 7D | -35.9% | -1.2% | -34.8% | -35.8% |
| 30D | -51.5% | +10.0% | -61.5% | -53.0% |
| 3M | -35.7% | +1.6% | -37.4% | -36.2% |
| 6M | -43.0% | +3.3% | -46.2% | -44.1% |
| YTD | +46.1% | +7.6% | +38.6% | +40.5% |
| 1Y | +124.7% | +3.5% | +121.2% | +118.9% |
| 3Y | +1,172.1% | +27.7% | +1,144.4% | +1,002.1% |
| 5Y | +477.0% | +41.1% | +435.9% | +363.3% |
| All | +1,402.3% | +175.8% | +1,226.6% | +800.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling