+562.5%
LITE vs EXPE
+46.0%
+516.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | +10.8% | -0.5% | +11.3% | +11.0% |
| 30D | -33.4% | -6.1% | -27.4% | -32.9% |
| 3M | -32.2% | -21.3% | -10.9% | -29.2% |
| 6M | -42.1% | +19.0% | -61.1% | -47.3% |
| YTD | +61.9% | -8.4% | +70.3% | +56.7% |
| 1Y | +163.0% | -2.8% | +165.8% | +148.3% |
| 3Y | +1,358.0% | +120.8% | +1,237.3% | +876.8% |
| All | +562.5% | +46.0% | +516.5% | +386.1% |
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