+1,103.8%
LITE vs EXPE
+142.8%
+961.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.7% | -4.9% | -16.7% |
| 7D | -44.6% | -3.6% | -40.9% | -44.1% |
| 30D | -55.0% | +4.8% | -59.8% | -55.4% |
| 3M | -38.3% | -14.6% | -23.7% | -37.0% |
| 6M | -48.8% | +10.0% | -58.7% | -51.3% |
| YTD | +38.3% | -3.3% | +41.6% | +35.5% |
| 1Y | +119.0% | +28.4% | +90.6% | +88.9% |
| All | +1,103.8% | +142.8% | +961.1% | +548.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling