+474.5%
LITE vs EXE
+154.0%
+320.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -18.1% |
| 7D | -44.6% | -5.6% | -38.9% | -43.6% |
| 30D | -55.0% | -3.3% | -51.8% | -54.6% |
| 3M | -38.3% | -5.5% | -32.8% | -37.8% |
| 6M | -48.8% | -13.4% | -35.3% | -47.2% |
| YTD | +38.3% | -21.3% | +59.6% | +45.5% |
| 1Y | +119.0% | -20.7% | +139.7% | +130.3% |
| 3Y | +1,092.0% | +3.9% | +1,088.1% | +1,074.2% |
| 5Y | +446.1% | +63.7% | +382.4% | +408.8% |
| All | +474.5% | +154.0% | +320.5% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling