+163.0%
LITE vs LEN
-30.4%
+193.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | -5.8% | +16.6% | +9.1% |
| 30D | -33.4% | +13.7% | -47.1% | -31.5% |
| 3M | -32.2% | -3.9% | -28.4% | -31.4% |
| 6M | -42.1% | -0.4% | -41.7% | -40.9% |
| YTD | +61.9% | -16.8% | +78.7% | +64.8% |
| 1Y | +163.0% | -29.5% | +192.5% | +157.4% |
| All | +163.0% | -30.4% | +193.4% | +157.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling