+1,321.8%
LITE vs LIN
+430.4%
+891.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -18.3% |
| 7D | -44.6% | +3.6% | -48.2% | -45.9% |
| 30D | -55.0% | +6.4% | -61.4% | -56.9% |
| 3M | -38.3% | +6.5% | -44.8% | -41.2% |
| 6M | -48.8% | +4.9% | -53.6% | -51.2% |
| YTD | +38.3% | +23.4% | +14.8% | +17.6% |
| 1Y | +119.0% | +26.3% | +92.7% | +82.1% |
| 3Y | +1,092.0% | +38.0% | +1,054.0% | +828.2% |
| 5Y | +446.1% | +68.0% | +378.1% | +264.4% |
| All | +1,321.8% | +430.4% | +891.4% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling