+1,493.1%
LITE vs O
+80.9%
+1,412.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | +10.8% | -0.4% | +11.1% | +10.9% |
| 30D | -33.4% | +7.1% | -40.6% | -35.0% |
| 3M | -32.2% | -5.2% | -27.0% | -31.5% |
| 6M | -42.1% | -1.8% | -40.3% | -42.6% |
| YTD | +61.9% | +9.1% | +52.8% | +55.1% |
| 1Y | +163.0% | +9.7% | +153.3% | +151.3% |
| 3Y | +1,358.0% | +39.1% | +1,318.9% | +1,150.1% |
| 5Y | +549.9% | +8.4% | +541.6% | +510.0% |
| All | +1,493.1% | +80.9% | +1,412.3% | +1,248.8% |
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