+129.4%
LITE vs IT
-17.3%
+146.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.9% |
| 7D | -12.9% | -18.8% | +5.9% | -21.7% |
| 30D | -46.0% | -0.1% | -45.9% | -45.2% |
| 3M | -33.0% | +2.9% | -35.9% | -29.0% |
| 6M | -34.0% | +20.4% | -54.4% | -20.7% |
| YTD | +61.7% | -24.3% | +86.0% | +78.0% |
| All | +129.4% | -17.3% | +146.7% | +150.1% |
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