+146.1%
LITE vs EXEL
+62.5%
+83.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.5% |
| 7D | +22.6% | +1.6% | +20.9% | +22.4% |
| 30D | -36.8% | +17.4% | -54.1% | -36.8% |
| 3M | -33.0% | +38.6% | -71.6% | -34.5% |
| 6M | -37.1% | +41.2% | -78.3% | -38.8% |
| YTD | +69.5% | +59.3% | +10.1% | +57.4% |
| 1Y | +146.1% | +60.2% | +85.9% | +125.2% |
| All | +146.1% | +62.5% | +83.6% | +125.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling