+1,331.0%
LITE vs JPM
+150.2%
+1,180.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +1.2% | -15.1% | -14.4% |
| 30D | -46.9% | +2.7% | -49.7% | -48.0% |
| 3M | -28.0% | -4.5% | -23.6% | -25.3% |
| 6M | -35.2% | +14.3% | -49.5% | -42.8% |
| YTD | +58.9% | +8.2% | +50.7% | +45.6% |
| 1Y | +125.3% | +10.0% | +115.3% | +103.6% |
| All | +1,331.0% | +150.2% | +1,180.8% | +390.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling