+1,493.1%
LITE vs JPM
+481.5%
+1,011.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.1% |
| 7D | +10.8% | +3.5% | +7.3% | +8.6% |
| 30D | -33.4% | +3.3% | -36.7% | -34.6% |
| 3M | -32.2% | -4.2% | -28.0% | -30.6% |
| 6M | -42.1% | +16.4% | -58.5% | -47.5% |
| YTD | +61.9% | +9.5% | +52.4% | +51.4% |
| 1Y | +163.0% | +14.0% | +149.0% | +139.9% |
| 3Y | +1,358.0% | +153.1% | +1,204.9% | +754.6% |
| 5Y | +549.9% | +134.9% | +415.0% | +289.3% |
| All | +1,493.1% | +481.5% | +1,011.6% | +458.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling