+1,402.3%
LITE vs EXPE
+115.0%
+1,287.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.5% | +7.0% |
| 7D | -35.9% | -9.3% | -26.6% | -34.4% |
| 30D | -51.5% | +0.1% | -51.7% | -52.0% |
| 3M | -35.7% | -15.3% | -20.4% | -34.1% |
| 6M | -43.0% | +5.5% | -48.4% | -46.4% |
| YTD | +46.1% | -8.0% | +54.1% | +40.2% |
| 1Y | +124.7% | +18.9% | +105.8% | +95.8% |
| 3Y | +1,172.1% | +135.5% | +1,036.5% | +755.2% |
| 5Y | +477.0% | +44.3% | +432.7% | +331.6% |
| All | +1,402.3% | +115.0% | +1,287.3% | +730.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling