+1,402.3%
LITE vs JPM
+528.3%
+874.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.2% |
| 7D | -35.9% | -0.8% | -35.2% | -35.6% |
| 30D | -51.5% | +1.5% | -53.0% | -52.0% |
| 3M | -35.7% | -5.7% | -30.1% | -33.6% |
| 6M | -43.0% | +7.2% | -50.2% | -45.7% |
| YTD | +46.1% | +5.8% | +40.3% | +39.5% |
| 1Y | +124.7% | +8.8% | +115.9% | +111.5% |
| 3Y | +1,172.1% | +147.4% | +1,024.7% | +661.2% |
| 5Y | +477.0% | +125.3% | +351.7% | +256.2% |
| All | +1,402.3% | +528.3% | +874.0% | +554.4% |
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