+490.8%
LITE vs EXEL
+260.1%
+230.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -53.3% |
| 3M | -35.7% | +33.3% | -69.0% | -39.8% |
| 6M | -43.0% | +42.9% | -85.8% | -47.8% |
| YTD | +46.1% | +58.7% | -12.6% | +29.4% |
| 1Y | +124.7% | +70.5% | +54.2% | +95.6% |
| 3Y | +1,172.1% | +233.8% | +938.2% | +813.6% |
| All | +490.8% | +260.1% | +230.7% | +301.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling