+2,898.2%
LITE vs EXPE
+160.4%
+2,737.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.7% | -4.9% | -15.2% |
| 7D | -44.6% | -3.6% | -40.9% | -44.2% |
| 30D | -55.0% | +4.8% | -59.8% | -55.9% |
| 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% | +31.6% |
| 1Y | +119.0% | +28.4% | +90.6% | +89.2% |
| 3Y | +1,092.0% | +145.1% | +946.9% | +724.3% |
| 5Y | +446.1% | +51.6% | +394.4% | +313.7% |
| 10Y | +1,381.7% | +128.8% | +1,252.8% | +794.6% |
| All | +2,898.2% | +160.4% | +2,737.8% | +1,780.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling