+146.1%
LITE vs O
+9.6%
+136.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -4.1% |
| 7D | +22.6% | -0.4% | +23.0% | +22.0% |
| 30D | -36.8% | +8.3% | -45.1% | -31.3% |
| 3M | -33.0% | -4.0% | -29.0% | -32.1% |
| 6M | -37.1% | -2.6% | -34.4% | -35.7% |
| YTD | +69.5% | +9.9% | +59.6% | +99.5% |
| 1Y | +146.1% | +9.8% | +136.3% | +188.4% |
| All | +146.1% | +9.6% | +136.5% | +188.4% |
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