+1,103.8%
LITE vs M
+110.5%
+993.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.8% | -16.7% |
| 7D | -44.6% | -2.1% | -42.4% | -44.1% |
| 30D | -55.0% | +7.7% | -62.7% | -56.3% |
| 3M | -38.3% | -4.4% | -34.0% | -37.9% |
| 6M | -48.8% | +27.5% | -76.3% | -54.2% |
| YTD | +38.3% | +12.8% | +25.5% | +28.5% |
| 1Y | +119.0% | +20.7% | +98.3% | +97.5% |
| All | +1,103.8% | +110.5% | +993.3% | +693.4% |
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 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