+901.5%
LITE vs JBL
+405.9%
+495.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +2.7% |
| 7D | -1.5% | +3.0% | -4.6% | -3.9% |
| 30D | +6.7% | -8.3% | +14.9% | +14.8% |
| 3M | -6.8% | -16.9% | +10.1% | +10.5% |
| 6M | +29.4% | +21.8% | +7.7% | +14.6% |
| YTD | +139.1% | +36.3% | +102.8% | +94.4% |
| 1Y | +521.0% | +49.5% | +471.5% | +380.4% |
| 3Y | +1,535.3% | +170.6% | +1,364.7% | +747.8% |
| All | +901.5% | +405.9% | +495.6% | +239.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling