+2,898.2%
LITE vs IT
+127.5%
+2,770.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -17.8% |
| 7D | -44.6% | -12.0% | -32.6% | -43.3% |
| 30D | -55.0% | +7.1% | -62.1% | -56.1% |
| 3M | -38.3% | +6.3% | -44.6% | -40.7% |
| 6M | -48.8% | +32.5% | -81.2% | -55.2% |
| YTD | +38.3% | -21.5% | +59.8% | +41.5% |
| 1Y | +119.0% | -16.5% | +135.5% | +117.5% |
| 3Y | +1,092.0% | -48.8% | +1,140.8% | +1,346.8% |
| 5Y | +446.1% | -40.2% | +486.3% | +507.3% |
| 10Y | +1,381.7% | +112.1% | +1,269.6% | +879.9% |
| All | +2,898.2% | +127.5% | +2,770.8% | +1,930.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling