+3,574.4%
LITE vs JBL
+1,336.0%
+2,238.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | +22.6% | +10.0% | +12.6% | +14.8% |
| 30D | -36.8% | -18.2% | -18.6% | -25.2% |
| 3M | -33.0% | -29.0% | -4.0% | -12.6% |
| 6M | -37.1% | -25.9% | -11.2% | -19.0% |
| YTD | +69.5% | +14.1% | +55.4% | +64.7% |
| 1Y | +146.1% | +21.7% | +124.5% | +132.2% |
| 3Y | +1,440.8% | +103.8% | +1,337.0% | +957.1% |
| 5Y | +580.4% | +310.0% | +270.4% | +197.6% |
| 10Y | +1,606.7% | +1,179.2% | +427.5% | +291.1% |
| All | +3,574.4% | +1,336.0% | +2,238.5% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling