+446.1%
LITE vs EXPE
+54.1%
+392.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.7% | -4.9% | -15.5% |
| 7D | -44.6% | -3.6% | -40.9% | -44.1% |
| 30D | -55.0% | +4.8% | -59.8% | -55.8% |
| 3M | -38.3% | -14.6% | -23.7% | -36.8% |
| 6M | -48.8% | +10.0% | -58.7% | -52.1% |
| YTD | +38.3% | -3.3% | +41.6% | +32.2% |
| 1Y | +119.0% | +28.4% | +90.6% | +86.7% |
| 3Y | +1,092.0% | +145.1% | +946.9% | +677.1% |
| 5Y | +446.1% | +51.6% | +394.4% | +295.5% |
| All | +446.1% | +54.1% | +392.0% | +295.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling