+562.5%
LITE vs EXEL
+281.2%
+281.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | +10.8% | -0.8% | +11.6% | +11.1% |
| 30D | -33.4% | +13.1% | -46.6% | -35.0% |
| 3M | -32.2% | +36.3% | -68.6% | -36.8% |
| 6M | -42.1% | +34.5% | -76.6% | -46.2% |
| YTD | +61.9% | +57.4% | +4.4% | +43.7% |
| 1Y | +163.0% | +62.9% | +100.1% | +131.5% |
| 3Y | +1,358.0% | +229.5% | +1,128.5% | +950.9% |
| All | +562.5% | +281.2% | +281.3% | +343.8% |
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