+1,172.1%
LITE vs M
+100.8%
+1,071.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +7.2% |
| 7D | -35.9% | -4.3% | -31.7% | -35.1% |
| 30D | -51.5% | +1.3% | -52.8% | -52.0% |
| 3M | -35.7% | -7.4% | -28.4% | -34.7% |
| 6M | -43.0% | +18.3% | -61.3% | -47.7% |
| YTD | +46.1% | +7.6% | +38.5% | +37.7% |
| 1Y | +124.7% | +17.4% | +107.3% | +104.0% |
| 3Y | +1,172.1% | +108.4% | +1,063.7% | +750.1% |
| All | +1,172.1% | +100.8% | +1,071.2% | +750.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling