+2,331.0%
LITE vs EXPE
+179.6%
+2,151.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | -1.5% | -9.5% | +8.0% | +1.3% |
| 30D | +6.7% | -6.6% | +13.3% | +8.2% |
| 3M | -6.8% | +31.4% | -38.1% | -16.1% |
| 6M | +29.4% | +35.2% | -5.7% | +13.5% |
| YTD | +139.1% | +5.8% | +133.3% | +124.2% |
| 1Y | +521.0% | +38.7% | +482.3% | +424.8% |
| 3Y | +1,535.3% | +175.8% | +1,359.5% | +967.1% |
| 5Y | +889.8% | +111.8% | +778.0% | +566.9% |
| All | +2,331.0% | +179.6% | +2,151.5% | +1,215.5% |
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