+232.7%
LITE vs O
+8.1%
+224.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.8% | -4.8% |
| 7D | -31.4% | +5.8% | -37.2% | -27.2% |
| 30D | -42.6% | +10.7% | -53.2% | -36.4% |
| 3M | -26.2% | -4.5% | -21.7% | -25.9% |
| 6M | -35.8% | -4.1% | -31.7% | -34.1% |
| YTD | +70.0% | +9.8% | +60.2% | +109.6% |
| 1Y | +232.7% | +11.3% | +221.4% | +310.7% |
| All | +232.7% | +8.1% | +224.6% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling