+1,563.7%
LITE vs EXEL
+160.6%
+1,403.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -1.5% | +8.4% | -9.9% | -3.1% |
| 30D | +6.7% | +4.1% | +2.6% | +5.7% |
| 3M | -6.8% | +12.4% | -19.2% | -9.2% |
| 6M | +29.4% | +41.5% | -12.1% | +18.9% |
| YTD | +139.1% | +34.6% | +104.5% | +122.0% |
| 1Y | +521.0% | +57.9% | +463.1% | +458.6% |
| All | +1,563.7% | +160.6% | +1,403.0% | +1,280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling