+610.9%
LITE vs EXEL
+286.3%
+324.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | +3.4% | -2.8% | +6.2% | +4.4% |
| 30D | -34.9% | +18.2% | -53.1% | -37.1% |
| 3M | -21.0% | +37.7% | -58.8% | -26.6% |
| 6M | -38.5% | +42.2% | -80.7% | -43.6% |
| YTD | +75.8% | +61.3% | +14.5% | +55.2% |
| 1Y | +156.7% | +64.5% | +92.2% | +125.7% |
| 3Y | +1,498.6% | +236.7% | +1,261.9% | +1,046.2% |
| 5Y | +610.9% | +296.3% | +314.6% | +372.4% |
| All | +610.9% | +286.3% | +324.6% | +372.4% |
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