+146.1%
LITE vs EXE
-24.1%
+170.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +22.6% | +3.6% | +19.0% | +21.6% |
| 30D | -36.8% | -4.3% | -32.4% | -36.3% |
| 3M | -33.0% | -7.7% | -25.4% | -32.3% |
| 6M | -37.1% | -7.2% | -29.8% | -36.3% |
| YTD | +69.5% | -18.5% | +88.0% | +78.7% |
| 1Y | +146.1% | -24.4% | +170.5% | +191.5% |
| All | +146.1% | -24.1% | +170.2% | +191.5% |
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 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