+2,331.0%
LITE vs M
-2.2%
+2,333.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.5% |
| 7D | -1.5% | +4.7% | -6.3% | -2.5% |
| 30D | +6.7% | -9.6% | +16.3% | +8.8% |
| 3M | -6.8% | +0.9% | -7.6% | -7.3% |
| 6M | +29.4% | +22.3% | +7.2% | +23.1% |
| YTD | +139.1% | +6.5% | +132.6% | +133.2% |
| 1Y | +521.0% | +38.8% | +482.2% | +473.9% |
| 3Y | +1,535.3% | +115.9% | +1,419.4% | +1,256.3% |
| 5Y | +889.8% | +28.6% | +861.2% | +756.8% |
| All | +2,331.0% | -2.2% | +2,333.2% | +1,929.7% |
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