+572.0%
LITE vs EXE
+155.8%
+416.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.3% |
| 7D | -12.9% | -3.9% | -9.0% | -11.9% |
| 30D | -46.0% | -2.6% | -43.4% | -45.5% |
| 3M | -33.0% | -6.9% | -26.2% | -32.1% |
| 6M | -34.0% | -9.3% | -24.7% | -32.9% |
| YTD | +61.7% | -20.7% | +82.5% | +69.9% |
| 1Y | +148.3% | -21.8% | +170.1% | +162.1% |
| 3Y | +1,408.5% | +16.2% | +1,392.3% | +1,358.2% |
| 5Y | +546.2% | +61.1% | +485.1% | +501.7% |
| All | +572.0% | +155.8% | +416.1% | +463.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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