+1,321.8%
LITE vs M
+0.4%
+1,321.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.8% | -17.5% |
| 7D | -44.6% | -2.1% | -42.4% | -44.3% |
| 30D | -55.0% | +7.7% | -62.7% | -55.8% |
| 3M | -38.3% | -4.4% | -34.0% | -38.1% |
| 6M | -48.8% | +27.5% | -76.3% | -52.0% |
| YTD | +38.3% | +12.8% | +25.5% | +32.7% |
| 1Y | +119.0% | +20.7% | +98.3% | +106.9% |
| 3Y | +1,092.0% | +111.3% | +980.7% | +886.5% |
| 5Y | +446.1% | -6.3% | +452.4% | +395.7% |
| All | +1,321.8% | +0.4% | +1,321.3% | +1,115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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