+1,493.1%
LITE vs EXC
+205.3%
+1,287.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.8% | -4.8% |
| 7D | +10.8% | +1.4% | +9.4% | +10.4% |
| 30D | -33.4% | +8.6% | -42.0% | -35.2% |
| 3M | -32.2% | +2.4% | -34.6% | -32.9% |
| 6M | -42.1% | +6.5% | -48.6% | -43.7% |
| YTD | +61.9% | +9.0% | +52.8% | +55.1% |
| 1Y | +163.0% | +4.6% | +158.4% | +155.4% |
| 3Y | +1,358.0% | +33.5% | +1,324.5% | +1,141.1% |
| 5Y | +549.9% | +41.4% | +508.5% | +423.5% |
| All | +1,493.1% | +205.3% | +1,287.8% | +867.0% |
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