+1,533.3%
LITE vs EXPE
+119.8%
+1,413.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -12.9% | -13.3% | +0.4% | -9.4% |
| 30D | -46.0% | -5.5% | -40.5% | -45.6% |
| 3M | -33.0% | -16.5% | -16.6% | -31.0% |
| 6M | -34.0% | +13.1% | -47.1% | -39.3% |
| YTD | +61.7% | -8.0% | +69.7% | +55.2% |
| 1Y | +148.3% | +1.1% | +147.2% | +130.4% |
| 3Y | +1,408.5% | +131.2% | +1,277.3% | +920.8% |
| 5Y | +546.2% | +39.8% | +506.4% | +388.6% |
| 10Y | +1,533.3% | +118.5% | +1,414.9% | +788.8% |
| All | +1,533.3% | +119.8% | +1,413.5% | +788.8% |
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 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