+1,402.3%
LITE vs M
-4.2%
+1,406.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +6.6% |
| 7D | -35.9% | -4.3% | -31.7% | -35.4% |
| 30D | -51.5% | +1.3% | -52.8% | -51.8% |
| 3M | -35.7% | -7.4% | -28.4% | -35.2% |
| 6M | -43.0% | +18.3% | -61.3% | -45.7% |
| YTD | +46.1% | +7.6% | +38.5% | +41.5% |
| 1Y | +124.7% | +17.4% | +107.3% | +113.4% |
| 3Y | +1,172.1% | +108.4% | +1,063.7% | +956.2% |
| 5Y | +477.0% | -10.6% | +487.6% | +428.5% |
| All | +1,402.3% | -4.2% | +1,406.5% | +1,195.5% |
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