+901.5%
LITE vs EXE
+109.5%
+792.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.1% | +4.3% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | +6.7% | +8.5% | -1.8% | +4.0% |
| 3M | -6.8% | +5.5% | -12.2% | -8.6% |
| 6M | +29.4% | -5.9% | +35.3% | +30.9% |
| YTD | +139.1% | -9.7% | +148.8% | +143.6% |
| 1Y | +521.0% | +3.6% | +517.4% | +507.7% |
| 3Y | +1,535.3% | +18.0% | +1,517.3% | +1,454.9% |
| All | +901.5% | +109.5% | +792.1% | +799.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling