+129.4%
LITE vs EXE
-22.4%
+151.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.4% |
| 7D | -12.9% | -3.9% | -9.0% | -12.2% |
| 30D | -46.0% | -2.6% | -43.4% | -45.6% |
| 3M | -33.0% | -6.9% | -26.2% | -32.8% |
| 6M | -34.0% | -9.3% | -24.7% | -33.1% |
| YTD | +61.7% | -20.7% | +82.5% | +69.4% |
| All | +129.4% | -22.4% | +151.8% | +150.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling