+1,103.8%
LITE vs EXC
+28.8%
+1,075.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.6% | -19.3% | -18.4% |
| 7D | -44.6% | +1.4% | -45.9% | -44.1% |
| 30D | -55.0% | +11.6% | -66.7% | -52.4% |
| 3M | -38.3% | +2.7% | -41.0% | -37.2% |
| 6M | -48.8% | +2.7% | -51.4% | -47.5% |
| YTD | +38.3% | +9.7% | +28.6% | +45.4% |
| 1Y | +119.0% | +4.5% | +114.5% | +126.0% |
| All | +1,103.8% | +28.8% | +1,075.0% | +1,191.5% |
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