+1,370.5%
LITE vs LEN
-17.2%
+1,387.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +10.5% |
| 7D | -12.9% | +0.6% | -13.5% | -12.9% |
| 30D | -46.0% | +19.4% | -65.4% | -46.8% |
| 3M | -33.0% | +4.5% | -37.6% | -33.1% |
| 6M | -34.0% | +4.9% | -39.0% | -34.3% |
| YTD | +61.7% | -8.9% | +70.7% | +63.8% |
| 1Y | +148.3% | -23.0% | +171.3% | +159.8% |
| All | +1,370.5% | -17.2% | +1,387.7% | +1,074.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling