+1,009.8%
LITE vs KR
+38.2%
+971.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +10.4% |
| 7D | +12.6% | -1.3% | +13.9% | +12.3% |
| 30D | +9.9% | +1.5% | +8.4% | +10.6% |
| 3M | +9.3% | -8.5% | +17.8% | +8.2% |
| 6M | +75.2% | -21.9% | +97.1% | +68.9% |
| YTD | +165.5% | -6.9% | +172.4% | +163.7% |
| 1Y | +555.0% | -14.0% | +569.0% | +545.8% |
| 3Y | +1,870.5% | +30.3% | +1,840.2% | +1,840.9% |
| 5Y | +1,009.8% | +37.7% | +972.1% | +1,015.6% |
| All | +1,009.8% | +38.2% | +971.7% | +1,015.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling