+541.2%
LITE vs M
+0.1%
+541.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -13.9% | +5.0% | -18.9% | -15.0% |
| 30D | -46.9% | +10.6% | -57.6% | -48.6% |
| 3M | -28.0% | +1.6% | -29.6% | -29.0% |
| 6M | -35.2% | +30.8% | -66.1% | -41.2% |
| YTD | +58.9% | +16.9% | +42.0% | +48.4% |
| 1Y | +125.3% | +26.3% | +99.1% | +105.3% |
| 3Y | +1,344.4% | +158.6% | +1,185.8% | +953.9% |
| 5Y | +541.2% | +2.1% | +539.1% | +428.1% |
| All | +541.2% | +0.1% | +541.1% | +428.1% |
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