+131.9%
LITE vs JBL
+15.3%
+116.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.5% |
| 7D | -13.9% | -8.1% | -5.9% | -3.3% |
| 30D | -46.9% | -18.4% | -28.5% | -31.0% |
| 3M | -28.0% | -25.8% | -2.2% | +3.3% |
| 6M | -35.2% | -29.6% | -5.6% | +0.1% |
| YTD | +58.9% | +9.6% | +49.2% | +33.1% |
| All | +131.9% | +15.3% | +116.7% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling