+490.8%
LITE vs IT
-43.2%
+534.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +5.9% |
| 7D | -35.9% | -16.9% | -19.0% | -35.3% |
| 30D | -51.5% | +2.3% | -53.9% | -51.9% |
| 3M | -35.7% | +2.9% | -38.6% | -36.8% |
| 6M | -43.0% | +25.9% | -68.8% | -46.8% |
| YTD | +46.1% | -24.6% | +70.8% | +60.3% |
| 1Y | +124.7% | -16.0% | +140.8% | +133.2% |
| 3Y | +1,172.1% | -51.6% | +1,223.6% | +1,648.0% |
| All | +490.8% | -43.2% | +534.0% | +600.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling