+446.1%
LITE vs M
-6.1%
+452.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.8% | -17.1% |
| 7D | -44.6% | -2.1% | -42.4% | -44.2% |
| 30D | -55.0% | +7.7% | -62.7% | -56.1% |
| 3M | -38.3% | -4.4% | -34.0% | -38.0% |
| 6M | -48.8% | +27.5% | -76.3% | -53.1% |
| YTD | +38.3% | +12.8% | +25.5% | +30.5% |
| 1Y | +119.0% | +20.7% | +98.3% | +102.1% |
| 3Y | +1,092.0% | +111.3% | +980.7% | +810.1% |
| 5Y | +446.1% | -6.3% | +452.4% | +353.1% |
| All | +446.1% | -6.1% | +452.2% | +353.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling