+1,426.5%
LITE vs JBL
+104.6%
+1,321.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | +22.6% | +10.0% | +12.6% | +12.1% |
| 30D | -36.8% | -18.2% | -18.6% | -21.1% |
| 3M | -33.0% | -29.0% | -4.0% | -5.1% |
| 6M | -37.1% | -25.9% | -11.2% | -13.2% |
| YTD | +69.5% | +14.1% | +55.4% | +58.9% |
| 1Y | +146.1% | +21.7% | +124.5% | +121.5% |
| All | +1,426.5% | +104.6% | +1,321.9% | +815.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling