+131.9%
LITE vs LEN
-28.5%
+160.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -3.0% |
| 7D | -13.9% | +0.7% | -14.6% | -13.5% |
| 30D | -46.9% | +13.0% | -59.9% | -45.3% |
| 3M | -28.0% | +1.9% | -29.9% | -26.5% |
| 6M | -35.2% | -0.7% | -34.5% | -33.5% |
| YTD | +58.9% | -13.8% | +72.7% | +62.9% |
| All | +131.9% | -28.5% | +160.4% | +131.7% |
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