+1,408.5%
LITE vs EXEL
+244.2%
+1,164.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +10.1% |
| 7D | -12.9% | +2.3% | -15.2% | -13.0% |
| 30D | -46.0% | +19.8% | -65.8% | -47.6% |
| 3M | -33.0% | +32.7% | -65.7% | -36.5% |
| 6M | -34.0% | +49.0% | -83.0% | -39.3% |
| YTD | +61.7% | +63.7% | -1.9% | +44.7% |
| 1Y | +148.3% | +75.8% | +72.5% | +118.6% |
| 3Y | +1,408.5% | +241.3% | +1,167.2% | +1,037.6% |
| All | +1,408.5% | +244.2% | +1,164.3% | +1,037.6% |
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