+1,668.5%
LITE vs LEN
-22.2%
+1,690.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | -1.5% | -3.2% | +1.6% | -1.0% |
| 30D | +6.7% | -4.9% | +11.5% | +7.4% |
| 3M | -6.8% | -8.5% | +1.7% | -5.7% |
| 6M | +29.4% | -20.7% | +50.1% | +35.0% |
| YTD | +139.1% | -17.4% | +156.5% | +144.8% |
| 1Y | +521.0% | -38.2% | +559.2% | +584.7% |
| All | +1,668.5% | -22.2% | +1,690.7% | +1,382.8% |
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 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