+125.3%
LITE vs EXE
-20.6%
+145.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.2% |
| 7D | -13.9% | -2.2% | -11.7% | -13.6% |
| 30D | -46.9% | -0.3% | -46.6% | -46.9% |
| 3M | -28.0% | -9.3% | -18.7% | -27.1% |
| 6M | -35.2% | -7.2% | -28.0% | -34.6% |
| YTD | +58.9% | -18.9% | +77.8% | +65.6% |
| 1Y | +125.3% | -21.7% | +147.0% | +144.9% |
| All | +125.3% | -20.6% | +145.9% | +144.9% |
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