+5,083.9%
LITE vs KR
+87.4%
+4,996.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | +1.5% | -3.0% | -1.5% |
| 30D | +6.7% | +4.1% | +2.6% | +6.7% |
| 3M | -6.8% | -5.2% | -1.5% | -6.6% |
| 6M | +29.4% | -12.8% | +42.2% | +29.5% |
| YTD | +139.1% | -4.6% | +143.7% | +138.3% |
| 1Y | +521.0% | -11.7% | +532.7% | +520.5% |
| 3Y | +1,535.3% | +36.3% | +1,499.0% | +1,442.8% |
| 5Y | +889.8% | +40.0% | +849.9% | +820.1% |
| 10Y | +2,400.7% | +122.2% | +2,278.5% | +2,029.9% |
| All | +5,083.9% | +87.4% | +4,996.5% | +4,840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling