+901.5%
LITE vs KRE
+31.9%
+869.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | -1.5% | +1.3% | -2.8% | -2.4% |
| 30D | +6.7% | -2.7% | +9.3% | +8.6% |
| 3M | -6.8% | +8.2% | -14.9% | -11.8% |
| 6M | +29.4% | +12.8% | +16.6% | +18.8% |
| YTD | +139.1% | +17.5% | +121.6% | +112.4% |
| 1Y | +521.0% | +16.6% | +504.4% | +452.3% |
| 3Y | +1,535.3% | +79.5% | +1,455.8% | +1,039.9% |
| All | +901.5% | +31.9% | +869.6% | +727.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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