+156.7%
LITE vs EXC
+2.8%
+153.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.8% |
| 7D | +3.4% | -1.4% | +4.8% | +2.7% |
| 30D | -34.9% | +8.3% | -43.2% | -32.3% |
| 3M | -21.0% | +2.6% | -23.6% | -19.6% |
| 6M | -38.5% | +5.2% | -43.6% | -37.7% |
| YTD | +75.8% | +7.5% | +68.3% | +68.5% |
| 1Y | +156.7% | +3.2% | +153.5% | +166.8% |
| All | +156.7% | +2.8% | +153.9% | +166.8% |
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