+1,402.3%
LITE vs LEN
+148.4%
+1,253.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.6% |
| 7D | -35.9% | +2.1% | -38.0% | -36.8% |
| 30D | -51.5% | +16.6% | -68.1% | -54.5% |
| 3M | -35.7% | +5.3% | -41.0% | -38.1% |
| 6M | -43.0% | -0.8% | -42.2% | -44.4% |
| YTD | +46.1% | -11.7% | +57.9% | +46.3% |
| 1Y | +124.7% | -24.6% | +149.3% | +136.4% |
| 3Y | +1,172.1% | -18.7% | +1,190.7% | +1,148.2% |
| 5Y | +477.0% | -4.4% | +481.4% | +416.7% |
| All | +1,402.3% | +148.4% | +1,253.9% | +689.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling