+901.5%
LITE vs LIN
+61.6%
+840.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | -1.5% | -2.1% | +0.6% | -0.6% |
| 30D | +6.7% | -2.4% | +9.1% | +7.5% |
| 3M | -6.8% | -5.6% | -1.2% | -5.3% |
| 6M | +29.4% | -3.4% | +32.8% | +29.4% |
| YTD | +139.1% | +13.1% | +126.0% | +118.2% |
| 1Y | +521.0% | +2.5% | +518.5% | +498.8% |
| 3Y | +1,535.3% | +27.6% | +1,507.7% | +1,269.0% |
| All | +901.5% | +61.6% | +840.0% | +608.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling