+2,898.2%
LITE vs EXEL
+987.2%
+1,911.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.6% | -13.1% | -17.6% |
| 7D | -44.6% | +3.8% | -48.4% | -45.0% |
| 30D | -55.0% | +17.8% | -72.8% | -56.5% |
| 3M | -38.3% | +21.2% | -59.5% | -40.9% |
| 6M | -48.8% | +54.7% | -103.4% | -53.6% |
| YTD | +38.3% | +56.8% | -18.5% | +24.5% |
| 1Y | +119.0% | +70.2% | +48.8% | +94.0% |
| 3Y | +1,092.0% | +227.2% | +864.8% | +804.0% |
| 5Y | +446.1% | +254.9% | +191.2% | +300.8% |
| 10Y | +1,381.7% | +476.9% | +904.8% | +882.8% |
| All | +2,898.2% | +987.2% | +1,911.1% | +1,770.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling