+1,721.9%
LITE vs LIN
+437.5%
+1,284.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.4% | -9.3% |
| 7D | -31.4% | +3.3% | -34.7% | -33.0% |
| 30D | -42.6% | +8.8% | -51.4% | -45.7% |
| 3M | -26.2% | +8.6% | -34.8% | -30.6% |
| 6M | -35.8% | +7.0% | -42.8% | -39.7% |
| YTD | +70.0% | +24.3% | +45.8% | +43.9% |
| 1Y | +232.7% | +27.3% | +205.5% | +175.2% |
| 3Y | +1,365.7% | +38.9% | +1,326.8% | +1,035.4% |
| 5Y | +609.5% | +69.4% | +540.1% | +370.3% |
| 10Y | +1,721.9% | +440.7% | +1,281.2% | +434.3% |
| All | +1,721.9% | +437.5% | +1,284.4% | +434.3% |
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