+119.0%
LITE vs M
+28.8%
+90.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.8% | -18.0% |
| 7D | -44.6% | -2.1% | -42.4% | -44.2% |
| 30D | -55.0% | +7.7% | -62.7% | -55.2% |
| 3M | -38.3% | -4.4% | -34.0% | -37.1% |
| 6M | -48.8% | +27.5% | -76.3% | -51.5% |
| YTD | +38.3% | +12.8% | +25.5% | +32.6% |
| 1Y | +119.0% | +20.7% | +98.3% | +106.4% |
| All | +119.0% | +28.8% | +90.2% | +106.4% |
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