+1,563.7%
LITE vs EXC
+22.2%
+1,541.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +3.6% |
| 7D | -1.5% | +0.3% | -1.8% | -1.4% |
| 30D | +6.7% | -3.7% | +10.4% | +4.9% |
| 3M | -6.8% | -1.3% | -5.5% | -6.9% |
| 6M | +29.4% | -9.7% | +39.1% | +25.7% |
| YTD | +139.1% | +2.9% | +136.2% | +142.0% |
| 1Y | +521.0% | +4.4% | +516.6% | +533.3% |
| All | +1,563.7% | +22.2% | +1,541.5% | +1,594.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling