+2,502.5%
LITE vs JBL
+1,439.8%
+1,062.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.5% | +10.6% |
| 7D | +12.6% | +4.4% | +8.2% | +9.0% |
| 30D | +9.9% | -8.4% | +18.4% | +17.9% |
| 3M | +9.3% | -14.2% | +23.4% | +24.8% |
| 6M | +75.2% | +29.6% | +45.6% | +49.7% |
| YTD | +165.5% | +37.1% | +128.4% | +118.9% |
| 1Y | +555.0% | +49.5% | +505.5% | +417.5% |
| 3Y | +1,870.5% | +192.7% | +1,677.8% | +880.5% |
| 5Y | +1,009.8% | +411.3% | +598.5% | +273.1% |
| 10Y | +2,502.5% | +1,447.6% | +1,054.9% | +313.4% |
| All | +2,502.5% | +1,439.8% | +1,062.7% | +313.4% |
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