+129.4%
LITE vs JBL
+15.6%
+113.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +3.8% |
| 7D | -12.9% | -5.2% | -7.7% | -5.8% |
| 30D | -46.0% | -17.5% | -28.4% | -30.7% |
| 3M | -33.0% | -26.0% | -7.1% | -3.6% |
| 6M | -34.0% | -28.9% | -5.2% | +0.5% |
| YTD | +61.7% | +10.8% | +50.9% | +34.5% |
| All | +129.4% | +15.6% | +113.8% | +81.7% |
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