+901.5%
LITE vs M
+27.3%
+874.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.3% |
| 7D | -1.5% | +4.7% | -6.3% | -2.8% |
| 30D | +6.7% | -9.6% | +16.3% | +9.4% |
| 3M | -6.8% | +0.9% | -7.6% | -7.5% |
| 6M | +29.4% | +22.3% | +7.2% | +21.0% |
| YTD | +139.1% | +6.5% | +132.6% | +131.1% |
| 1Y | +521.0% | +38.8% | +482.2% | +458.4% |
| 3Y | +1,535.3% | +115.9% | +1,419.4% | +1,174.0% |
| All | +901.5% | +27.3% | +874.3% | +737.8% |
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