+1,670.7%
LITE vs EXC
+197.6%
+1,473.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -34.9% | +8.3% | -43.2% | -36.6% |
| 3M | -21.0% | +2.6% | -23.6% | -21.9% |
| 6M | -38.5% | +5.2% | -43.6% | -40.1% |
| YTD | +75.8% | +7.5% | +68.3% | +69.1% |
| 1Y | +156.7% | +3.2% | +153.5% | +150.4% |
| 3Y | +1,498.6% | +29.5% | +1,469.0% | +1,275.7% |
| 5Y | +610.9% | +39.7% | +571.2% | +474.2% |
| 10Y | +1,670.7% | +200.1% | +1,470.6% | +941.2% |
| All | +1,670.7% | +197.6% | +1,473.1% | +941.2% |
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