+1,499.9%
LITE vs EXPE
+116.1%
+1,383.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -13.9% | -11.2% | -2.7% | -11.0% |
| 30D | -46.9% | -7.5% | -39.5% | -46.3% |
| 3M | -28.0% | -19.1% | -9.0% | -25.2% |
| 6M | -35.2% | +10.7% | -45.9% | -40.0% |
| YTD | +58.9% | -9.9% | +68.8% | +53.3% |
| 1Y | +125.3% | -4.6% | +129.9% | +112.9% |
| 3Y | +1,344.4% | +116.8% | +1,227.6% | +896.7% |
| 5Y | +541.2% | +38.6% | +502.6% | +385.4% |
| All | +1,499.9% | +116.1% | +1,383.8% | +741.6% |
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