+232.7%
LITE vs IT
-17.9%
+250.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.3% | -7.1% |
| 7D | -31.4% | -5.5% | -26.0% | -32.7% |
| 30D | -42.6% | +10.3% | -52.9% | -38.7% |
| 3M | -26.2% | +11.5% | -37.7% | -18.9% |
| 6M | -35.8% | +40.3% | -76.1% | -18.5% |
| YTD | +70.0% | -17.9% | +87.9% | +116.1% |
| 1Y | +232.7% | -8.8% | +241.5% | +289.5% |
| All | +232.7% | -17.9% | +250.6% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling