+490.8%
LITE vs EXE
+61.0%
+429.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.9% |
| 7D | -35.9% | -6.6% | -29.4% | -34.5% |
| 30D | -51.5% | -4.0% | -47.5% | -50.9% |
| 3M | -35.7% | -7.5% | -28.3% | -34.7% |
| 6M | -43.0% | -11.7% | -31.3% | -41.4% |
| YTD | +46.1% | -22.0% | +68.1% | +55.2% |
| 1Y | +124.7% | -21.8% | +146.5% | +138.8% |
| 3Y | +1,172.1% | +8.0% | +1,164.0% | +1,137.6% |
| All | +490.8% | +61.0% | +429.8% | +434.7% |
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