+521.0%
LITE vs JPM
+21.8%
+499.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | +6.7% | -0.2% | +6.8% | +6.7% |
| 3M | -6.8% | +15.9% | -22.6% | -13.3% |
| 6M | +29.4% | +20.9% | +8.5% | +16.8% |
| YTD | +139.1% | +12.9% | +126.2% | +120.6% |
| 1Y | +521.0% | +20.3% | +500.7% | +455.6% |
| All | +521.0% | +21.8% | +499.2% | +455.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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