+163.0%
LITE vs JPM
+10.5%
+152.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.9% |
| 7D | +10.8% | +3.5% | +7.3% | +9.1% |
| 30D | -33.4% | +3.3% | -36.7% | -33.8% |
| 3M | -32.2% | -4.2% | -28.0% | -30.6% |
| 6M | -42.1% | +16.4% | -58.5% | -45.0% |
| YTD | +61.9% | +9.5% | +52.4% | +52.9% |
| 1Y | +163.0% | +14.0% | +149.0% | +144.2% |
| All | +163.0% | +10.5% | +152.5% | +144.2% |
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