+124.7%
LITE vs EXC
+2.5%
+122.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +4.6% |
| 7D | -35.9% | -1.2% | -34.8% | -36.2% |
| 30D | -51.5% | +10.0% | -61.5% | -49.3% |
| 3M | -35.7% | +1.6% | -37.4% | -34.9% |
| 6M | -43.0% | +3.3% | -46.2% | -42.1% |
| YTD | +46.1% | +7.6% | +38.6% | +41.2% |
| 1Y | +124.7% | +3.5% | +121.2% | +131.8% |
| All | +124.7% | +2.5% | +122.2% | +131.8% |
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