+1,402.3%
LITE vs EXEL
+461.0%
+941.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.4% |
| 7D | -35.9% | +0.3% | -36.2% | -35.8% |
| 30D | -51.5% | +19.0% | -70.6% | -53.5% |
| 3M | -35.7% | +33.3% | -69.0% | -40.1% |
| 6M | -43.0% | +42.9% | -85.8% | -48.1% |
| YTD | +46.1% | +58.7% | -12.6% | +28.9% |
| 1Y | +124.7% | +70.5% | +54.2% | +95.0% |
| 3Y | +1,172.1% | +233.8% | +938.2% | +812.3% |
| 5Y | +477.0% | +259.3% | +217.7% | +298.1% |
| All | +1,402.3% | +461.0% | +941.3% | +827.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling