+562.5%
LITE vs JBL
+299.0%
+263.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -2.6% |
| 7D | +10.8% | +6.3% | +4.4% | +5.5% |
| 30D | -33.4% | -13.5% | -19.9% | -22.7% |
| 3M | -32.2% | -31.3% | -0.9% | -4.9% |
| 6M | -42.1% | -28.4% | -13.7% | -20.4% |
| YTD | +61.9% | +11.6% | +50.3% | +58.5% |
| 1Y | +163.0% | +26.1% | +136.9% | +137.9% |
| 3Y | +1,358.0% | +97.4% | +1,260.7% | +874.0% |
| All | +562.5% | +299.0% | +263.5% | +168.2% |
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