+2,259.5%
LITE vs JPM
+594.5%
+1,665.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.6% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | +6.7% | -0.2% | +6.8% | +6.5% |
| 3M | -6.8% | +15.9% | -22.6% | -15.0% |
| 6M | +29.4% | +20.9% | +8.5% | +15.1% |
| YTD | +139.1% | +12.9% | +126.2% | +119.6% |
| 1Y | +521.0% | +20.3% | +500.7% | +449.4% |
| 3Y | +1,535.3% | +160.9% | +1,374.3% | +845.1% |
| 5Y | +889.8% | +154.8% | +735.0% | +466.4% |
| All | +2,259.5% | +594.5% | +1,665.0% | +633.7% |
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