+1,402.3%
LITE vs JBL
+1,126.8%
+275.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.8% |
| 7D | -35.9% | -12.3% | -23.6% | -28.2% |
| 30D | -51.5% | -20.2% | -31.4% | -41.3% |
| 3M | -35.7% | -30.6% | -5.1% | -13.6% |
| 6M | -43.0% | -35.8% | -7.2% | -17.3% |
| YTD | +46.1% | +4.9% | +41.2% | +49.9% |
| 1Y | +124.7% | +11.3% | +113.4% | +124.4% |
| 3Y | +1,172.1% | +89.1% | +1,083.0% | +791.4% |
| 5Y | +477.0% | +272.1% | +205.0% | +150.0% |
| All | +1,402.3% | +1,126.8% | +275.6% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling