+2,898.2%
LITE vs LEN
+102.9%
+2,795.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -18.5% |
| 7D | -44.6% | +7.2% | -51.7% | -46.1% |
| 30D | -55.0% | +19.1% | -74.1% | -58.0% |
| 3M | -38.3% | +4.9% | -43.2% | -40.5% |
| 6M | -48.8% | +7.6% | -56.3% | -51.5% |
| YTD | +38.3% | -8.9% | +47.2% | +37.2% |
| 1Y | +119.0% | -22.7% | +141.7% | +128.9% |
| 3Y | +1,092.0% | -16.8% | +1,108.8% | +1,064.5% |
| 5Y | +446.1% | -1.4% | +447.4% | +385.7% |
| 10Y | +1,381.7% | +160.3% | +1,221.4% | +714.3% |
| All | +2,898.2% | +102.9% | +2,795.4% | +1,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling