+580.4%
LITE vs JPM
+131.5%
+448.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +22.6% | +1.6% | +20.9% | +21.3% |
| 30D | -36.8% | +3.4% | -40.2% | -38.1% |
| 3M | -33.0% | -5.7% | -27.4% | -30.4% |
| 6M | -37.1% | +13.5% | -50.6% | -42.8% |
| YTD | +69.5% | +8.4% | +61.0% | +57.8% |
| 1Y | +146.1% | +9.1% | +137.1% | +128.8% |
| 3Y | +1,440.8% | +149.5% | +1,291.3% | +772.5% |
| 5Y | +580.4% | +132.6% | +447.9% | +278.6% |
| All | +580.4% | +131.5% | +448.9% | +278.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling