+1,402.3%
LITE vs O
+69.5%
+1,332.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +5.9% |
| 7D | -35.9% | +3.7% | -39.6% | -36.7% |
| 30D | -51.5% | +11.2% | -62.7% | -53.2% |
| 3M | -35.7% | -4.0% | -31.8% | -35.3% |
| 6M | -43.0% | -5.2% | -37.7% | -42.7% |
| YTD | +46.1% | +9.5% | +36.6% | +39.8% |
| 1Y | +124.7% | +10.6% | +114.1% | +114.0% |
| 3Y | +1,172.1% | +38.1% | +1,133.9% | +994.1% |
| 5Y | +477.0% | +10.2% | +466.8% | +438.2% |
| All | +1,402.3% | +69.5% | +1,332.8% | +1,188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling