+232.7%
LITE vs EXPE
+48.9%
+183.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +10.5% | -18.4% | -4.7% |
| 7D | -31.4% | +14.6% | -46.1% | -28.1% |
| 30D | -42.6% | +21.4% | -64.0% | -38.9% |
| 3M | -26.2% | +1.4% | -27.6% | -23.9% |
| 6M | -35.8% | +28.6% | -64.4% | -31.2% |
| YTD | +70.0% | +12.1% | +57.9% | +92.4% |
| 1Y | +232.7% | +50.0% | +182.7% | +264.8% |
| All | +232.7% | +48.9% | +183.8% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling