+1,674.6%
LITE vs KR
+40.3%
+1,634.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.1% |
| 7D | -1.5% | +1.5% | -3.0% | -0.7% |
| 30D | +6.7% | +4.1% | +2.6% | +9.3% |
| 3M | -6.8% | -5.2% | -1.5% | -7.3% |
| 6M | +29.4% | -12.8% | +42.2% | +24.7% |
| YTD | +139.1% | -4.6% | +143.7% | +139.2% |
| 1Y | +521.0% | -11.7% | +532.7% | +508.4% |
| All | +1,674.6% | +40.3% | +1,634.2% | +1,757.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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