+232.7%
LITE vs JPM
+17.0%
+215.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.2% | -12.0% | -9.5% |
| 7D | -31.4% | +3.8% | -35.2% | -32.5% |
| 30D | -42.6% | +6.5% | -49.1% | -44.3% |
| 3M | -26.2% | -1.0% | -25.2% | -25.7% |
| 6M | -35.8% | +15.5% | -51.3% | -40.5% |
| YTD | +70.0% | +11.4% | +58.7% | +57.3% |
| 1Y | +232.7% | +16.1% | +216.7% | +190.0% |
| All | +232.7% | +17.0% | +215.7% | +190.0% |
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