+609.5%
LITE vs LIN
+70.5%
+539.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.4% | -8.9% |
| 7D | -31.4% | +3.3% | -34.7% | -32.5% |
| 30D | -42.6% | +8.8% | -51.4% | -44.9% |
| 3M | -26.2% | +8.6% | -34.8% | -29.4% |
| 6M | -35.8% | +7.0% | -42.8% | -38.7% |
| YTD | +70.0% | +24.3% | +45.8% | +48.3% |
| 1Y | +232.7% | +27.3% | +205.5% | +184.6% |
| 3Y | +1,365.7% | +38.9% | +1,326.8% | +1,080.1% |
| 5Y | +609.5% | +69.4% | +540.1% | +391.3% |
| All | +609.5% | +70.5% | +539.0% | +391.3% |
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 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