+163.0%
LITE vs M
+24.3%
+138.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.7% |
| 7D | +10.8% | +7.0% | +3.8% | +9.9% |
| 30D | -33.4% | +8.9% | -42.3% | -33.7% |
| 3M | -32.2% | +4.5% | -36.7% | -32.2% |
| 6M | -42.1% | +36.2% | -78.3% | -45.4% |
| YTD | +61.9% | +15.1% | +46.7% | +55.4% |
| 1Y | +163.0% | +27.4% | +135.5% | +156.0% |
| All | +163.0% | +24.3% | +138.7% | +156.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling